-85.4%
TTD vs JD
-58.0%
-27.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.4% |
| 7D | +5.2% | +13.4% | -8.1% | +0.8% |
| 30D | +6.9% | +7.7% | -0.7% | +4.3% |
| 3M | -26.8% | -11.3% | -15.5% | -24.2% |
| 6M | -46.1% | -5.1% | -41.0% | -45.8% |
| YTD | -65.9% | +5.0% | -71.0% | -67.1% |
| 1Y | -71.8% | -5.6% | -66.2% | -71.8% |
| 3Y | -83.3% | +17.8% | -101.1% | -86.1% |
| All | -85.4% | -58.0% | -27.5% | -81.6% |
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 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