+28.4%
RTX vs TTD
-73.2%
+101.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.8% |
| 7D | -5.2% | +6.3% | -11.5% | -4.9% |
| 30D | -9.4% | -23.9% | +14.5% | -10.1% |
| 3M | +12.3% | -31.4% | +43.7% | +11.0% |
| 6M | -3.1% | -42.7% | +39.5% | -4.4% |
| YTD | +10.7% | -62.0% | +72.7% | +9.9% |
| 1Y | +28.4% | -72.2% | +100.6% | +30.3% |
| All | +28.4% | -73.2% | +101.6% | +30.3% |
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