+379.4%
TTD vs JD
+24.3%
+355.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.2% | -5.1% |
| 7D | +6.3% | -1.7% | +8.0% | +7.0% |
| 30D | -23.9% | -13.2% | -10.7% | -19.9% |
| 3M | -31.4% | -3.2% | -28.2% | -30.9% |
| 6M | -42.7% | +15.2% | -57.9% | -47.2% |
| YTD | -62.0% | +2.0% | -64.0% | -63.1% |
| 1Y | -72.2% | -5.4% | -66.8% | -72.3% |
| 3Y | -81.9% | -9.1% | -72.8% | -83.6% |
| 5Y | -81.5% | -59.6% | -21.9% | -77.3% |
| All | +379.4% | +24.3% | +355.1% | +335.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling