+420.9%
TTD vs JCI
+339.0%
+81.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.6% | +2.7% |
| 7D | +21.3% | +3.2% | +18.1% | +19.4% |
| 30D | +28.7% | -8.6% | +37.3% | +34.5% |
| 3M | +7.7% | -7.7% | +15.4% | +10.9% |
| 6M | -23.5% | -2.6% | -20.9% | -25.2% |
| YTD | -58.7% | +17.4% | -76.1% | -65.3% |
| 1Y | -63.4% | +16.9% | -80.3% | -69.3% |
| 3Y | -75.3% | +186.7% | -262.0% | -89.2% |
| 5Y | -84.4% | +95.4% | -179.7% | -91.3% |
| 10Y | +516.1% | +292.7% | +223.4% | +109.0% |
| All | +420.9% | +339.0% | +81.9% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling