+364.1%
TTD vs JBL
+1,272.0%
-907.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +2.1% |
| 7D | -7.4% | -1.0% | -6.4% | -7.0% |
| 30D | +3.0% | -15.1% | +18.1% | +11.4% |
| 3M | -27.6% | -14.0% | -13.5% | -23.8% |
| 6M | -49.5% | +20.6% | -70.1% | -57.6% |
| YTD | -63.2% | +32.9% | -96.1% | -71.4% |
| 1Y | -69.7% | +40.5% | -110.3% | -77.8% |
| 3Y | -83.3% | +183.7% | -267.1% | -93.1% |
| 5Y | -80.8% | +388.3% | -469.1% | -94.5% |
| All | +364.1% | +1,272.0% | -907.8% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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