-85.1%
TTD vs JD
-63.0%
-22.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.2% | +0.9% |
| 7D | +21.3% | -4.1% | +25.4% | +22.8% |
| 30D | +28.7% | +4.6% | +24.1% | +26.6% |
| 3M | +7.7% | -4.7% | +12.4% | +9.2% |
| 6M | -23.5% | -17.4% | -6.1% | -19.2% |
| YTD | -58.7% | +0.7% | -59.4% | -59.6% |
| 1Y | -63.4% | -5.9% | -57.5% | -63.4% |
| 3Y | -75.3% | +18.9% | -94.2% | -79.7% |
| All | -85.1% | -63.0% | -22.1% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling