+161.0%
TTMI vs JD
-15.3%
+176.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.5% | -1.5% | -3.8% |
| 7D | +7.5% | -3.0% | +10.5% | +7.7% |
| 30D | -4.5% | -19.3% | +14.8% | -3.0% |
| 3M | -28.5% | -6.0% | -22.5% | -28.8% |
| 6M | +28.4% | +1.8% | +26.6% | +26.3% |
| YTD | +80.1% | -2.6% | +82.6% | +78.1% |
| 1Y | +161.0% | -17.4% | +178.5% | +169.8% |
| All | +161.0% | -15.3% | +176.3% | +169.8% |
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