-73.5%
TTD vs RGEN
+37.5%
-111.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.7% |
| 7D | -4.6% | -4.6% | 0.0% | -4.1% |
| 30D | +3.7% | +1.2% | +2.5% | +3.4% |
| 3M | -30.2% | +26.8% | -57.1% | -33.2% |
| 6M | -51.4% | +29.1% | -80.5% | -53.6% |
| YTD | -63.4% | +0.7% | -64.2% | -63.1% |
| 1Y | -73.5% | +39.1% | -112.6% | -72.7% |
| All | -73.5% | +37.5% | -111.0% | -72.7% |
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