+558.1%
TTD vs RGEN
+457.6%
+100.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.8% | +6.1% | +4.6% |
| 7D | +19.9% | -2.4% | +22.3% | +21.4% |
| 30D | +27.6% | +0.1% | +27.6% | +27.8% |
| 3M | +15.2% | +6.6% | +8.5% | +10.0% |
| 6M | -33.2% | +40.9% | -74.1% | -46.0% |
| YTD | -59.4% | +6.2% | -65.6% | -62.7% |
| 1Y | -64.4% | +19.4% | -83.8% | -69.3% |
| 3Y | -75.9% | +17.9% | -93.8% | -81.6% |
| 5Y | -82.6% | -34.0% | -48.6% | -82.5% |
| 10Y | +558.1% | +453.9% | +104.2% | +139.4% |
| All | +558.1% | +457.6% | +100.5% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling