+753.3%
TT vs JD
+31.9%
+721.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +2.2% |
| 7D | -2.0% | +13.4% | -15.4% | -3.6% |
| 30D | -14.0% | +7.7% | -21.7% | -14.9% |
| 3M | -15.9% | -11.3% | -4.6% | -14.7% |
| 6M | -17.3% | -5.1% | -12.2% | -17.1% |
| YTD | +4.0% | +5.0% | -1.1% | +2.7% |
| 1Y | -7.1% | -5.6% | -1.5% | -7.0% |
| 3Y | +90.2% | +17.8% | +72.5% | +79.2% |
| 5Y | +131.1% | -57.2% | +188.3% | +141.6% |
| All | +753.3% | +31.9% | +721.3% | +574.5% |
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