-72.2%
TTD vs JD
-5.6%
-66.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.2% | -4.6% |
| 7D | +6.3% | -1.7% | +8.0% | +6.5% |
| 30D | -23.9% | -13.2% | -10.7% | -22.8% |
| 3M | -31.4% | -3.2% | -28.2% | -32.1% |
| 6M | -42.7% | +15.2% | -57.9% | -47.3% |
| YTD | -62.0% | +2.0% | -64.0% | -63.3% |
| 1Y | -72.2% | -5.4% | -66.8% | -72.4% |
| All | -72.2% | -5.6% | -66.6% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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