-72.2%
TTD vs JAAA
+4.9%
-77.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.7% |
| 7D | +6.3% | +0.2% | +6.2% | +5.5% |
| 30D | -23.9% | +0.5% | -24.4% | -25.9% |
| 3M | -31.4% | +1.3% | -32.7% | -36.2% |
| 6M | -42.7% | +2.7% | -45.3% | -50.7% |
| YTD | -62.0% | +3.2% | -65.2% | -68.8% |
| 1Y | -72.2% | +4.9% | -77.1% | -82.8% |
| All | -72.2% | +4.9% | -77.1% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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