+527.9%
TTD vs RCL
+368.0%
+159.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +4.1% |
| 7D | +20.8% | +0.6% | +20.2% | +20.7% |
| 30D | +33.8% | +19.4% | +14.4% | +25.2% |
| 3M | +17.8% | +9.8% | +8.1% | +13.2% |
| 6M | -25.7% | +28.6% | -54.4% | -33.2% |
| YTD | -57.9% | +22.2% | -80.1% | -62.4% |
| 1Y | -63.8% | +29.7% | -93.6% | -68.6% |
| 3Y | -75.0% | +265.3% | -340.3% | -85.5% |
| 5Y | -82.5% | +301.8% | -384.3% | -90.7% |
| 10Y | +527.9% | +360.5% | +167.4% | +186.4% |
| All | +527.9% | +368.0% | +159.9% | +186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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