+807.4%
TTMI vs JD
+52.8%
+754.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.6% | +5.3% | +6.6% |
| 7D | -19.8% | +13.4% | -33.2% | -21.8% |
| 30D | -48.1% | +7.7% | -55.8% | -48.9% |
| 3M | -51.2% | -11.3% | -39.9% | -50.4% |
| 6M | -59.6% | -5.1% | -54.5% | -59.6% |
| YTD | -3.6% | +5.0% | -8.7% | -5.6% |
| 1Y | -2.3% | -5.6% | +3.3% | -2.4% |
| 3Y | +369.4% | +17.8% | +351.6% | +334.7% |
| 5Y | +365.4% | -57.2% | +422.6% | +390.4% |
| 10Y | +413.2% | +34.8% | +378.4% | +306.5% |
| All | +807.4% | +52.8% | +754.6% | +589.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling