-83.3%
TTD vs RCL
+266.4%
-349.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.4% |
| 7D | +5.2% | +6.5% | -1.3% | +2.6% |
| 30D | +6.9% | +15.9% | -8.9% | +0.9% |
| 3M | -26.8% | +2.7% | -29.5% | -27.8% |
| 6M | -46.1% | +15.2% | -61.4% | -49.5% |
| YTD | -65.9% | +19.2% | -85.2% | -69.5% |
| 1Y | -71.8% | +31.6% | -103.4% | -76.3% |
| 3Y | -83.3% | +274.2% | -357.5% | -89.8% |
| All | -83.3% | +266.4% | -349.7% | -89.8% |
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