+1.5%
TT vs JD
-8.1%
+9.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -1.5% |
| 7D | +4.0% | -4.1% | +8.2% | +4.1% |
| 30D | -11.3% | +4.6% | -15.9% | -11.6% |
| 3M | -12.3% | -4.7% | -7.5% | -11.9% |
| 6M | -10.8% | -17.4% | +6.5% | -8.5% |
| YTD | +8.2% | +0.7% | +7.4% | +6.7% |
| 1Y | +1.5% | -5.9% | +7.3% | +0.8% |
| All | +1.5% | -8.1% | +9.5% | +0.8% |
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