+508.5%
TTD vs RGEN
+415.2%
+93.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.0% |
| 7D | +21.3% | -3.3% | +24.6% | +23.4% |
| 30D | +28.7% | -5.8% | +34.6% | +32.7% |
| 3M | +7.7% | +0.2% | +7.5% | +6.0% |
| 6M | -23.5% | +56.8% | -80.2% | -41.4% |
| YTD | -58.7% | +2.4% | -61.1% | -61.4% |
| 1Y | -63.4% | +11.4% | -74.9% | -67.4% |
| 3Y | -75.3% | +15.2% | -90.5% | -80.9% |
| 5Y | -84.4% | -35.1% | -49.3% | -84.1% |
| All | +508.5% | +415.2% | +93.3% | +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