-65.5%
TTD vs JD
-6.7%
-58.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -2.5% | +18.0% | +15.7% |
| 7D | +19.0% | +7.9% | +11.1% | +17.7% |
| 30D | +23.6% | +4.8% | +18.8% | +22.6% |
| 3M | +8.2% | -13.9% | +22.1% | +8.8% |
| 6M | -35.3% | -5.8% | -29.5% | -37.3% |
| YTD | -60.7% | +2.4% | -63.1% | -62.2% |
| All | -65.5% | -6.7% | -58.8% | -64.6% |
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