+85.8%
TT vs JD
+14.9%
+70.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.3% | -7.7% | -4.6% |
| 7D | -9.0% | +11.7% | -20.7% | -9.5% |
| 30D | -17.6% | +8.1% | -25.7% | -18.0% |
| 3M | -18.7% | -12.0% | -6.7% | -18.1% |
| 6M | -17.4% | -3.5% | -13.9% | -17.4% |
| YTD | +1.5% | +3.3% | -1.8% | +1.1% |
| 1Y | -9.4% | -7.4% | -2.0% | -9.3% |
| All | +85.8% | +14.9% | +70.9% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling