+127.9%
TT vs JD
-58.0%
+185.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +2.2% |
| 7D | -2.0% | +13.4% | -15.4% | -3.1% |
| 30D | -14.0% | +7.7% | -21.7% | -14.6% |
| 3M | -15.9% | -11.3% | -4.6% | -15.0% |
| 6M | -17.3% | -5.1% | -12.2% | -17.1% |
| YTD | +4.0% | +5.0% | -1.1% | +3.1% |
| 1Y | -7.1% | -5.6% | -1.5% | -7.0% |
| 3Y | +90.2% | +17.8% | +72.5% | +82.8% |
| All | +127.9% | -58.0% | +185.9% | +137.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling