-39.4%
RDDT vs TTD
-69.0%
+29.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.1% | +0.8% |
| 7D | +2.1% | -0.6% | +2.8% | +2.3% |
| 30D | +2.8% | +6.3% | -3.5% | +1.0% |
| 3M | -8.9% | -24.1% | +15.2% | -2.7% |
| 6M | +15.1% | -47.4% | +62.5% | +34.6% |
| YTD | -31.4% | -62.2% | +30.9% | -8.1% |
| 1Y | -39.4% | -68.3% | +28.9% | -9.1% |
| All | -39.4% | -69.0% | +29.6% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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