-80.6%
TTD vs RGEN
-42.7%
-37.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.1% |
| 7D | +1.7% | -0.9% | +2.6% | +2.1% |
| 30D | +1.6% | +2.8% | -1.2% | 0.0% |
| 3M | -27.8% | +34.5% | -62.3% | -38.5% |
| 6M | -52.1% | +40.5% | -92.6% | -60.9% |
| YTD | -63.1% | +2.8% | -65.9% | -64.9% |
| 1Y | -73.1% | +39.6% | -112.7% | -78.5% |
| 3Y | -83.3% | +4.4% | -87.7% | -86.1% |
| 5Y | -80.6% | -42.8% | -37.9% | -77.2% |
| All | -80.6% | -42.7% | -37.9% | -77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling