+172.6%
TTMI vs JD
-5.6%
+178.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.9% | +7.0% | +8.7% |
| 7D | +5.9% | -1.7% | +7.5% | +5.9% |
| 30D | -4.3% | -13.2% | +8.8% | -3.4% |
| 3M | -32.0% | -3.2% | -28.9% | -32.2% |
| 6M | +19.5% | +15.2% | +4.2% | +16.8% |
| YTD | +82.0% | +2.0% | +80.1% | +79.5% |
| 1Y | +172.6% | -5.4% | +178.0% | +193.4% |
| All | +172.6% | -5.6% | +178.3% | +193.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling