+361.1%
TTD vs JCI
+355.3%
+5.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.4% |
| 7D | -4.6% | +4.1% | -8.7% | -6.9% |
| 30D | +3.7% | -3.8% | +7.5% | +5.7% |
| 3M | -30.2% | -1.6% | -28.6% | -30.4% |
| 6M | -51.4% | +9.5% | -60.9% | -55.8% |
| YTD | -63.4% | +21.7% | -85.2% | -69.5% |
| 1Y | -73.5% | +37.1% | -110.7% | -79.8% |
| 3Y | -83.5% | +165.2% | -248.6% | -92.2% |
| 5Y | -80.9% | +110.3% | -191.2% | -89.6% |
| All | +361.1% | +355.3% | +5.8% | +35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling