-80.9%
TTD vs JBL
+410.1%
-491.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -4.6% | +4.0% | -8.6% | -6.3% |
| 30D | +3.7% | -7.5% | +11.1% | +6.6% |
| 3M | -30.2% | -14.1% | -16.2% | -26.9% |
| 6M | -51.4% | +25.9% | -77.3% | -59.5% |
| YTD | -63.4% | +36.7% | -100.1% | -71.5% |
| 1Y | -73.5% | +49.0% | -122.5% | -80.9% |
| 3Y | -83.5% | +191.8% | -275.2% | -93.6% |
| 5Y | -80.9% | +409.8% | -490.7% | -96.3% |
| All | -80.9% | +410.1% | -491.0% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling