+273.8%
RTX vs TTD
+574.0%
-300.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +15.5% | -11.9% | +2.2% |
| 7D | -3.2% | +19.0% | -22.2% | -4.7% |
| 30D | +5.6% | +23.6% | -18.0% | +3.4% |
| 3M | -11.7% | +8.2% | -19.9% | -12.6% |
| 6M | +12.3% | -35.3% | +47.6% | +15.6% |
| YTD | +8.2% | -60.7% | +68.9% | +15.9% |
| 1Y | +12.6% | -65.3% | +77.9% | +22.0% |
| 3Y | +152.8% | -80.6% | +233.4% | +176.5% |
| 5Y | +140.2% | -84.6% | +224.8% | +156.3% |
| 10Y | +273.8% | +550.5% | -276.8% | +182.9% |
| All | +273.8% | +574.0% | -300.3% | +182.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling