+361.1%
TTD vs JHX
+109.2%
+252.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | +0.2% |
| 7D | -4.6% | +1.6% | -6.2% | -5.2% |
| 30D | +3.7% | -5.0% | +8.7% | +5.6% |
| 3M | -30.2% | +24.5% | -54.7% | -37.5% |
| 6M | -51.4% | +34.9% | -86.3% | -58.7% |
| YTD | -63.4% | +39.3% | -102.8% | -69.6% |
| 1Y | -73.5% | +48.6% | -122.1% | -78.9% |
| 3Y | -83.5% | -2.0% | -81.4% | -86.3% |
| 5Y | -80.9% | -24.4% | -56.5% | -82.4% |
| All | +361.1% | +109.2% | +252.0% | +149.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling