-68.1%
RGTI vs TDY
+22.9%
-91.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.8% | +5.9% | +7.4% |
| 7D | -9.6% | -5.0% | -4.6% | -3.6% |
| 30D | -26.0% | +2.0% | -28.0% | -28.4% |
| 3M | -35.8% | -7.7% | -28.1% | -28.6% |
| 6M | -36.7% | -0.9% | -35.8% | -35.3% |
| YTD | -49.4% | +23.7% | -73.1% | -65.7% |
| 1Y | -68.1% | +23.6% | -91.8% | -78.4% |
| All | -68.1% | +22.9% | -91.0% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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