+734.7%
TT vs JD
+26.7%
+708.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.8% | +5.2% | -4.4% | +0.1% |
| 30D | -11.8% | +4.5% | -16.3% | -12.3% |
| 3M | -11.6% | -15.4% | +3.8% | -9.9% |
| 6M | -9.3% | -6.0% | -3.3% | -9.0% |
| YTD | +8.9% | +2.2% | +6.7% | +7.9% |
| 1Y | -2.2% | -6.7% | +4.4% | -2.0% |
| 3Y | +91.9% | +20.5% | +71.3% | +79.9% |
| 5Y | +136.0% | -58.4% | +194.4% | +147.7% |
| 10Y | +734.7% | +32.5% | +702.3% | +541.9% |
| All | +734.7% | +26.7% | +708.0% | +541.9% |
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