-63.8%
TTD vs RCL
+29.3%
-93.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +3.9% |
| 7D | +20.8% | +0.6% | +20.2% | +20.7% |
| 30D | +33.8% | +19.4% | +14.4% | +30.2% |
| 3M | +17.8% | +9.8% | +8.1% | +16.0% |
| 6M | -25.7% | +28.6% | -54.4% | -27.9% |
| YTD | -57.9% | +22.2% | -80.1% | -58.4% |
| 1Y | -63.8% | +29.7% | -93.6% | -64.3% |
| All | -63.8% | +29.3% | -93.1% | -64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling