-64.4%
TTD vs RGEN
+20.5%
-84.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.8% | +6.1% | +3.8% |
| 7D | +19.9% | -2.4% | +22.3% | +20.4% |
| 30D | +27.6% | +0.1% | +27.6% | +28.0% |
| 3M | +15.2% | +6.6% | +8.5% | +14.0% |
| 6M | -33.2% | +40.9% | -74.1% | -37.1% |
| YTD | -59.4% | +6.2% | -65.6% | -57.8% |
| 1Y | -64.4% | +19.4% | -83.8% | -64.4% |
| All | -64.4% | +20.5% | -84.8% | -64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling