+289.1%
RTX vs TTD
+387.7%
-98.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.9% | -0.7% |
| 7D | -3.1% | +1.7% | -4.8% | -3.3% |
| 30D | -10.6% | +1.6% | -12.2% | -10.8% |
| 3M | +11.6% | -27.8% | +39.5% | +14.2% |
| 6M | -4.5% | -52.1% | +47.6% | +0.9% |
| YTD | +9.6% | -63.1% | +72.6% | +18.2% |
| 1Y | +30.8% | -73.1% | +103.9% | +45.0% |
| 3Y | +152.8% | -83.3% | +236.1% | +180.5% |
| 5Y | +167.1% | -80.6% | +247.7% | +175.2% |
| All | +289.1% | +387.7% | -98.5% | +198.3% |
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