+587.9%
JPM vs TTD
+385.9%
+202.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.4% |
| 7D | -2.3% | -7.4% | +5.1% | -1.7% |
| 30D | -2.3% | +3.0% | -5.4% | -2.7% |
| 3M | +14.9% | -27.6% | +42.5% | +17.7% |
| 6M | +23.6% | -49.5% | +73.1% | +30.4% |
| YTD | +11.3% | -63.2% | +74.5% | +20.5% |
| 1Y | +19.9% | -69.7% | +89.6% | +32.0% |
| 3Y | +162.6% | -83.3% | +245.9% | +193.2% |
| 5Y | +154.6% | -80.8% | +235.4% | +166.7% |
| All | +587.9% | +385.9% | +202.0% | +446.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling