+8.7%
TT vs JD
-7.6%
+16.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.0% | +0.7% |
| 7D | 0.0% | -1.7% | +1.7% | +0.1% |
| 30D | -7.2% | -13.2% | +6.0% | -6.2% |
| 3M | -3.0% | -3.2% | +0.2% | -2.9% |
| 6M | +1.4% | +15.2% | -13.9% | -0.6% |
| YTD | +15.9% | +2.0% | +13.9% | +14.9% |
| All | +8.7% | -7.6% | +16.3% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling