+379.4%
TTD vs JBL
+1,307.2%
-927.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -5.2% |
| 7D | +6.3% | +3.0% | +3.3% | +4.7% |
| 30D | -23.9% | -8.3% | -15.6% | -20.9% |
| 3M | -31.4% | -16.9% | -14.5% | -26.4% |
| 6M | -42.7% | +21.8% | -64.4% | -52.2% |
| YTD | -62.0% | +36.3% | -98.3% | -70.8% |
| 1Y | -72.2% | +49.5% | -121.7% | -80.4% |
| 3Y | -81.9% | +170.6% | -252.6% | -92.2% |
| 5Y | -81.5% | +408.4% | -489.9% | -94.8% |
| All | +379.4% | +1,307.2% | -927.8% | -18.8% |
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