+157.0%
RTX vs TTD
-75.6%
+232.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | +0.1% |
| 7D | +4.8% | +21.3% | -16.5% | +4.3% |
| 30D | +6.5% | +28.7% | -22.2% | +5.9% |
| 3M | -9.6% | +7.7% | -17.3% | -9.9% |
| 6M | +12.3% | -23.5% | +35.8% | +12.7% |
| YTD | +9.5% | -58.7% | +68.1% | +12.1% |
| 1Y | +15.8% | -63.4% | +79.3% | +19.3% |
| 3Y | +157.0% | -75.3% | +232.3% | +167.9% |
| All | +157.0% | -75.6% | +232.6% | +167.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling