-82.5%
TTD vs JCI
+108.1%
-190.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.2% | +2.2% |
| 7D | +20.8% | +2.9% | +17.9% | +18.9% |
| 30D | +33.8% | -6.9% | +40.8% | +38.5% |
| 3M | +17.8% | -6.3% | +24.1% | +20.3% |
| 6M | -25.7% | +2.6% | -28.3% | -29.9% |
| YTD | -57.9% | +21.8% | -79.7% | -66.4% |
| 1Y | -63.8% | +19.6% | -83.5% | -70.8% |
| 3Y | -75.0% | +194.9% | -270.0% | -91.6% |
| 5Y | -82.5% | +108.1% | -190.7% | -92.0% |
| All | -82.5% | +108.1% | -190.7% | -92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling