+901.9%
TTMI vs JD
-6.1%
+908.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.1% | +5.0% | +3.4% |
| 7D | +12.2% | -0.8% | +12.9% | +12.3% |
| 30D | -5.7% | -16.0% | +10.3% | -2.9% |
| 3M | -27.5% | -3.2% | -24.3% | -27.6% |
| 6M | +47.1% | +6.1% | +41.1% | +44.3% |
| YTD | +87.5% | -0.1% | +87.6% | +85.4% |
| 1Y | +175.2% | -12.7% | +187.9% | +179.5% |
| 3Y | +901.9% | -6.3% | +908.2% | +866.7% |
| All | +901.9% | -6.1% | +908.1% | +866.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling