+65.1%
RSP vs TTD
-75.6%
+140.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.1% |
| 7D | +2.4% | +21.3% | -18.9% | +0.7% |
| 30D | +4.3% | +28.7% | -24.5% | +2.1% |
| 3M | -0.3% | +7.7% | -8.0% | -1.2% |
| 6M | +9.8% | -23.5% | +33.3% | +11.2% |
| YTD | +16.8% | -58.7% | +75.5% | +24.2% |
| 1Y | +19.5% | -63.4% | +82.9% | +28.4% |
| 3Y | +65.1% | -75.3% | +140.4% | +65.5% |
| All | +65.1% | -75.6% | +140.7% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling