+162.6%
JPM vs TTD
-83.4%
+245.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -1.3% |
| 7D | -0.4% | +1.7% | -2.1% | -0.5% |
| 30D | -1.1% | +1.6% | -2.7% | -1.3% |
| 3M | +14.1% | -27.8% | +42.0% | +16.1% |
| 6M | +23.3% | -52.1% | +75.4% | +28.6% |
| YTD | +11.3% | -63.1% | +74.3% | +18.2% |
| 1Y | +23.0% | -73.1% | +96.1% | +33.6% |
| 3Y | +162.6% | -83.3% | +245.8% | +178.0% |
| All | +162.6% | -83.4% | +245.9% | +178.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling