+902.6%
TT vs JD
+21.4%
+881.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.0% | +0.6% |
| 7D | 0.0% | -1.7% | +1.7% | +0.2% |
| 30D | -7.2% | -13.2% | +6.0% | -5.6% |
| 3M | -3.0% | -3.2% | +0.2% | -2.8% |
| 6M | +1.4% | +15.2% | -13.9% | -0.9% |
| YTD | +15.9% | +2.0% | +13.9% | +15.1% |
| 1Y | +9.4% | -5.4% | +14.8% | +9.4% |
| 3Y | +124.4% | -9.1% | +133.5% | +119.3% |
| 5Y | +138.0% | -59.6% | +197.6% | +150.5% |
| All | +902.6% | +21.4% | +881.2% | +688.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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