-82.9%
TTD vs RCL
+178.0%
-260.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.2% | -4.3% |
| 7D | +6.3% | -5.1% | +11.4% | +8.5% |
| 30D | -23.9% | -19.0% | -4.9% | -17.1% |
| 3M | -31.4% | -9.6% | -21.8% | -28.8% |
| 6M | -42.7% | -6.7% | -36.0% | -41.9% |
| YTD | -62.0% | -3.9% | -58.1% | -62.9% |
| 1Y | -72.2% | -25.1% | -47.1% | -69.2% |
| All | -82.9% | +178.0% | -260.9% | -90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling