-72.2%
TTD vs JHX
+56.2%
-128.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -6.9% | -4.3% |
| 7D | +6.3% | +1.5% | +4.8% | +6.4% |
| 30D | -23.9% | +7.2% | -31.1% | -23.6% |
| 3M | -31.4% | +29.9% | -61.3% | -31.6% |
| 6M | -42.7% | +35.4% | -78.0% | -43.0% |
| YTD | -62.0% | +46.5% | -108.4% | -62.3% |
| 1Y | -72.2% | +55.5% | -127.7% | -72.3% |
| All | -72.2% | +56.2% | -128.5% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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