-76.7%
TTD vs JAAA
+29.3%
-105.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.6% |
| 7D | +6.3% | +0.2% | +6.2% | +5.8% |
| 30D | -23.9% | +0.5% | -24.4% | -25.1% |
| 3M | -31.4% | +1.3% | -32.7% | -33.9% |
| 6M | -42.7% | +2.7% | -45.3% | -47.0% |
| YTD | -62.0% | +3.2% | -65.2% | -65.4% |
| 1Y | -72.2% | +4.9% | -77.1% | -75.9% |
| 3Y | -81.9% | +19.0% | -100.9% | -86.6% |
| 5Y | -81.5% | +26.8% | -108.4% | -87.1% |
| All | -76.7% | +29.3% | -105.9% | -84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling