+550.5%
TTD vs RCL
+396.5%
+154.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +3.0% | +12.5% | +14.3% |
| 7D | +19.0% | +5.0% | +14.0% | +16.9% |
| 30D | +23.6% | +19.4% | +4.2% | +15.6% |
| 3M | +8.2% | +5.9% | +2.3% | +5.4% |
| 6M | -35.3% | +23.8% | -59.1% | -40.9% |
| YTD | -60.7% | +22.8% | -83.5% | -64.9% |
| 1Y | -65.3% | +34.3% | -99.5% | -70.3% |
| 3Y | -80.6% | +276.4% | -357.0% | -88.9% |
| 5Y | -84.6% | +281.6% | -366.2% | -91.7% |
| 10Y | +550.5% | +379.0% | +171.5% | +177.3% |
| All | +550.5% | +396.5% | +154.0% | +177.3% |
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