-72.2%
TTD vs JCI
+37.7%
-109.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.3% | -3.9% |
| 7D | +6.3% | +3.8% | +2.5% | +7.3% |
| 30D | -23.9% | -5.7% | -18.2% | -24.9% |
| 3M | -31.4% | -1.4% | -30.0% | -31.2% |
| 6M | -42.7% | +4.1% | -46.8% | -40.9% |
| YTD | -62.0% | +21.7% | -83.7% | -60.9% |
| 1Y | -72.2% | +36.1% | -108.3% | -71.1% |
| All | -72.2% | +37.7% | -109.9% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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