+211.6%
RSP vs TTD
+401.9%
-190.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | 0.0% |
| 7D | -0.8% | +6.3% | -7.1% | -1.5% |
| 30D | -0.3% | -23.9% | +23.6% | +2.2% |
| 3M | +4.3% | -31.4% | +35.7% | +8.0% |
| 6M | +8.8% | -42.7% | +51.5% | +14.1% |
| YTD | +15.3% | -62.0% | +77.2% | +26.3% |
| 1Y | +18.3% | -72.2% | +90.5% | +33.9% |
| 3Y | +52.8% | -81.9% | +134.8% | +72.7% |
| 5Y | +51.7% | -81.5% | +133.3% | +61.7% |
| All | +211.6% | +401.9% | -190.3% | +148.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling