+152.7%
JPM vs TTD
-81.3%
+233.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +15.5% | -13.2% | +1.3% |
| 7D | +0.4% | +19.0% | -18.5% | -0.7% |
| 30D | +2.7% | +23.6% | -20.9% | +1.3% |
| 3M | -3.8% | +8.2% | -12.0% | -4.5% |
| 6M | +14.3% | -35.3% | +49.6% | +16.7% |
| YTD | +8.2% | -60.7% | +68.9% | +14.1% |
| 1Y | +11.0% | -65.3% | +76.2% | +18.1% |
| 3Y | +152.7% | -80.6% | +233.2% | +166.4% |
| All | +152.7% | -81.3% | +233.9% | +166.4% |
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