+1,084.3%
TTMI vs JD
+20.5%
+1,063.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | +6.0% | -2.6% | +8.6% | +6.6% |
| 30D | -6.4% | -15.4% | +8.9% | -3.5% |
| 3M | -28.9% | -5.0% | -23.9% | -28.7% |
| 6M | +26.9% | +0.9% | +26.0% | +25.8% |
| YTD | +77.3% | -2.5% | +79.8% | +76.4% |
| 1Y | +147.5% | -16.0% | +163.5% | +153.3% |
| 3Y | +847.6% | -8.5% | +856.2% | +819.5% |
| 5Y | +802.2% | -61.8% | +864.0% | +877.6% |
| All | +1,084.3% | +20.5% | +1,063.9% | +1,075.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling