-80.9%
TTD vs JAAA
+26.7%
-107.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.1% |
| 7D | -4.6% | +0.1% | -4.7% | -4.9% |
| 30D | +3.7% | +0.5% | +3.2% | +2.3% |
| 3M | -30.2% | +1.2% | -31.5% | -32.8% |
| 6M | -51.4% | +2.7% | -54.1% | -55.2% |
| YTD | -63.4% | +3.2% | -66.6% | -66.7% |
| 1Y | -73.5% | +4.8% | -78.3% | -76.9% |
| 3Y | -83.5% | +19.0% | -102.4% | -87.3% |
| 5Y | -80.9% | +26.8% | -107.7% | -85.9% |
| All | -80.9% | +26.7% | -107.6% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling