+146.0%
TT vs JD
-60.2%
+206.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.0% |
| 3M | -3.0% | -3.2% | +0.2% | -2.8% |
| 6M | +1.4% | +15.2% | -13.9% | -0.2% |
| YTD | +15.9% | +2.0% | +13.9% | +15.3% |
| 1Y | +9.4% | -5.4% | +14.8% | +9.4% |
| 3Y | +124.4% | -9.1% | +133.5% | +121.5% |
| All | +146.0% | -60.2% | +206.3% | +155.3% |
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