+3.3%
TTMI vs JD
-6.9%
+10.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.2% |
| 7D | -11.5% | +5.2% | -16.7% | -11.0% |
| 30D | -40.3% | +4.5% | -44.8% | -39.9% |
| 3M | -44.5% | -15.4% | -29.1% | -44.0% |
| 6M | -54.1% | -6.0% | -48.0% | -53.7% |
| YTD | +4.7% | +2.2% | +2.5% | +2.4% |
| 1Y | +3.3% | -6.7% | +10.0% | -0.1% |
| All | +3.3% | -6.9% | +10.2% | -0.1% |
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