+414.0%
TTD vs JBL
+1,077.9%
-663.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.4% |
| 7D | +20.8% | +10.0% | +10.8% | +15.4% |
| 30D | +27.1% | -18.2% | +45.3% | +39.7% |
| 3M | +14.7% | -29.0% | +43.7% | +33.3% |
| 6M | -26.8% | -25.9% | -1.0% | -19.3% |
| YTD | -59.2% | +14.1% | -73.3% | -66.4% |
| 1Y | -64.7% | +21.7% | -86.3% | -72.2% |
| 3Y | -75.8% | +103.8% | -179.7% | -87.7% |
| 5Y | -84.6% | +310.0% | -394.6% | -95.2% |
| 10Y | +507.9% | +1,179.2% | -671.3% | -2.3% |
| All | +414.0% | +1,077.9% | -663.9% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling