-72.0%
TTD vs JHX
+44.7%
-116.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.3% | -5.4% | +2.7% |
| 7D | +3.7% | +13.3% | -9.6% | +3.5% |
| 30D | +10.4% | +17.1% | -6.7% | +10.1% |
| 3M | -31.6% | +4.1% | -35.7% | -31.8% |
| 6M | -45.1% | +48.5% | -93.6% | -46.0% |
| YTD | -65.1% | +42.3% | -107.4% | -65.7% |
| 1Y | -72.0% | +47.4% | -119.4% | -72.6% |
| All | -72.0% | +44.7% | -116.7% | -72.6% |
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