+271.0%
RTX vs TTD
+349.7%
-78.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.3% |
| 7D | -5.1% | +5.2% | -10.3% | -5.6% |
| 30D | +5.1% | +6.9% | -1.8% | +4.4% |
| 3M | -14.8% | -26.8% | +12.0% | -12.9% |
| 6M | +8.0% | -46.1% | +54.2% | +13.0% |
| YTD | +4.5% | -65.9% | +70.4% | +13.3% |
| 1Y | +9.8% | -71.8% | +81.7% | +21.2% |
| 3Y | +144.2% | -83.3% | +227.5% | +170.5% |
| 5Y | +131.4% | -81.1% | +212.6% | +139.0% |
| 10Y | +273.3% | +441.7% | -168.4% | +185.9% |
| All | +271.0% | +349.7% | -78.8% | +185.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling