-46.1%
TTD vs RCL
+18.1%
-64.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.5% |
| 7D | +5.2% | +6.5% | -1.3% | +3.0% |
| 30D | +6.9% | +15.9% | -8.9% | +2.0% |
| 3M | -26.8% | +2.7% | -29.5% | -26.2% |
| 6M | -46.1% | +15.2% | -61.4% | -47.8% |
| All | -46.1% | +18.1% | -64.3% | -47.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling