+21.4%
JPM vs TTD
-73.2%
+94.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.3% |
| 7D | -0.4% | -4.6% | +4.2% | -0.4% |
| 30D | -1.4% | +3.7% | -5.1% | -1.4% |
| 3M | +13.9% | -30.2% | +44.2% | +14.2% |
| 6M | +23.5% | -51.4% | +74.9% | +23.7% |
| YTD | +11.6% | -63.4% | +75.1% | +12.2% |
| 1Y | +21.4% | -73.5% | +94.9% | +20.8% |
| All | +21.4% | -73.2% | +94.6% | +20.8% |
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