+1,613.5%
TTMI vs JD
+48.3%
+1,565.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.9% | +7.0% | +8.5% |
| 7D | +5.9% | -1.7% | +7.5% | +6.2% |
| 30D | -4.3% | -13.2% | +8.8% | -2.0% |
| 3M | -32.0% | -3.2% | -28.9% | -32.0% |
| 6M | +19.5% | +15.2% | +4.2% | +15.4% |
| YTD | +82.0% | +2.0% | +80.1% | +79.7% |
| 1Y | +172.6% | -5.4% | +178.0% | +172.5% |
| 3Y | +744.7% | -9.1% | +753.8% | +722.0% |
| 5Y | +805.6% | -59.6% | +865.2% | +864.7% |
| 10Y | +1,057.6% | +26.2% | +1,031.4% | +827.7% |
| All | +1,613.5% | +48.3% | +1,565.2% | +1,211.6% |
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