-74.8%
TTD vs JCI
+197.0%
-271.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.2% | +2.9% |
| 7D | +20.8% | +2.9% | +17.9% | +19.8% |
| 30D | +33.8% | -6.9% | +40.8% | +36.2% |
| 3M | +17.8% | -6.3% | +24.1% | +19.3% |
| 6M | -25.7% | +2.6% | -28.3% | -27.8% |
| YTD | -57.9% | +21.8% | -79.7% | -63.6% |
| 1Y | -63.8% | +19.6% | -83.5% | -68.4% |
| All | -74.8% | +197.0% | -271.8% | -86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling