+396.5%
TTMI vs JD
+31.5%
+365.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.4% | -3.2% |
| 7D | +11.4% | -4.1% | +15.5% | +12.2% |
| 30D | -28.3% | +4.6% | -32.9% | -29.2% |
| 3M | -46.7% | -4.7% | -41.9% | -46.4% |
| 6M | -56.1% | -17.4% | -38.8% | -54.9% |
| YTD | +7.4% | +0.7% | +6.6% | +5.7% |
| 1Y | +17.4% | -5.9% | +23.3% | +17.2% |
| 3Y | +429.1% | +18.9% | +410.3% | +385.7% |
| 5Y | +418.8% | -62.9% | +481.7% | +468.9% |
| All | +396.5% | +31.5% | +365.0% | +395.4% |
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 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