-83.4%
TTD vs RDW
+241.5%
-324.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.8% |
| 7D | -0.6% | +0.9% | -1.5% | -0.7% |
| 30D | +6.3% | -21.3% | +27.6% | +8.3% |
| 3M | -24.1% | -37.9% | +13.7% | -21.6% |
| 6M | -47.4% | +12.3% | -59.7% | -50.9% |
| YTD | -62.2% | +39.7% | -102.0% | -66.6% |
| 1Y | -68.3% | +25.7% | -94.0% | -72.1% |
| 3Y | -83.4% | +230.8% | -314.3% | -89.4% |
| All | -83.4% | +241.5% | -324.9% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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