+293.0%
RTX vs TTD
+401.9%
-108.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.3% |
| 7D | -5.2% | +6.3% | -11.5% | -5.7% |
| 30D | -9.4% | -23.9% | +14.5% | -7.6% |
| 3M | +12.3% | -31.4% | +43.7% | +15.4% |
| 6M | -3.1% | -42.7% | +39.5% | +0.5% |
| YTD | +10.7% | -62.0% | +72.7% | +19.1% |
| 1Y | +28.4% | -72.2% | +100.6% | +42.0% |
| 3Y | +147.1% | -81.9% | +229.0% | +171.9% |
| 5Y | +167.2% | -81.5% | +248.8% | +177.2% |
| All | +293.0% | +401.9% | -108.9% | +200.6% |
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