+16.1%
JPM vs TTD
-72.7%
+88.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.3% | +4.1% |
| 7D | +3.8% | +3.7% | +0.1% | +3.7% |
| 30D | +6.5% | +10.4% | -4.0% | +6.2% |
| 3M | -1.0% | -31.6% | +30.6% | -0.6% |
| 6M | +15.5% | -45.1% | +60.6% | +16.3% |
| YTD | +11.4% | -65.1% | +76.5% | +14.0% |
| 1Y | +16.1% | -72.0% | +88.0% | +21.7% |
| All | +16.1% | -72.7% | +88.7% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TTD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling