+139.2%
TT vs JD
-61.0%
+200.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.1% |
| 7D | +3.5% | +0.4% | +3.1% | +3.4% |
| 30D | -11.0% | +4.2% | -15.3% | -11.4% |
| 3M | -12.0% | -12.8% | +0.7% | -11.0% |
| 6M | -10.4% | -8.8% | -1.6% | -9.9% |
| YTD | +9.9% | +0.5% | +9.4% | +9.4% |
| 1Y | +1.5% | -8.8% | +10.2% | +1.9% |
| 3Y | +93.7% | +18.6% | +75.1% | +85.6% |
| 5Y | +139.2% | -62.2% | +201.5% | +154.8% |
| All | +139.2% | -61.0% | +200.3% | +154.8% |
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