-77.4%
TTD vs JAAA
+29.3%
-106.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | -7.4% | +0.1% | -7.5% | -7.6% |
| 30D | +3.0% | +0.4% | +2.6% | +1.7% |
| 3M | -27.6% | +1.2% | -28.8% | -30.2% |
| 6M | -49.5% | +2.7% | -52.2% | -53.3% |
| YTD | -63.2% | +3.2% | -66.4% | -66.5% |
| 1Y | -69.7% | +4.8% | -74.5% | -73.7% |
| 3Y | -83.3% | +19.0% | -102.3% | -87.7% |
| 5Y | -80.8% | +26.8% | -107.6% | -86.6% |
| All | -77.4% | +29.3% | -106.7% | -85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling