+267.0%
RTX vs TTD
+505.0%
-238.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.2% |
| 7D | +3.4% | +20.8% | -17.4% | +1.6% |
| 30D | +8.4% | +27.1% | -18.7% | +6.0% |
| 3M | -10.7% | +14.7% | -25.3% | -12.0% |
| 6M | +11.7% | -26.8% | +38.5% | +13.8% |
| YTD | +9.3% | -59.2% | +68.6% | +16.8% |
| 1Y | +13.3% | -64.7% | +78.0% | +22.6% |
| 3Y | +156.1% | -75.8% | +232.0% | +174.3% |
| 5Y | +148.5% | -84.6% | +233.1% | +165.7% |
| All | +267.0% | +505.0% | -238.0% | +179.3% |
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 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