-69.7%
TTD vs JBL
+44.8%
-114.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.4% |
| 7D | -7.4% | -1.0% | -6.4% | -7.5% |
| 30D | +3.0% | -15.1% | +18.1% | +1.8% |
| 3M | -27.6% | -14.0% | -13.5% | -28.2% |
| 6M | -49.5% | +20.6% | -70.1% | -48.7% |
| YTD | -63.2% | +32.9% | -96.1% | -62.6% |
| 1Y | -69.7% | +40.5% | -110.3% | -69.3% |
| All | -69.7% | +44.8% | -114.5% | -69.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling