+30.8%
RTX vs TTD
-73.2%
+104.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.9% | -1.1% |
| 7D | -3.1% | +1.7% | -4.8% | -3.0% |
| 30D | -10.6% | +1.6% | -12.2% | -10.5% |
| 3M | +11.6% | -27.8% | +39.5% | +10.7% |
| 6M | -4.5% | -52.1% | +47.6% | -6.5% |
| YTD | +9.6% | -63.1% | +72.6% | +8.8% |
| 1Y | +30.8% | -73.1% | +103.9% | +32.9% |
| All | +30.8% | -73.2% | +104.0% | +32.9% |
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 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