+396.0%
TTD vs RGEN
+433.4%
-37.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +3.1% | +12.3% | +13.9% |
| 7D | +19.0% | +3.5% | +15.5% | +17.2% |
| 30D | +23.6% | +2.9% | +20.7% | +22.1% |
| 3M | +8.2% | +9.2% | -1.0% | +2.2% |
| 6M | -35.3% | +44.9% | -80.2% | -48.4% |
| YTD | -60.7% | +9.2% | -69.9% | -64.3% |
| 1Y | -65.3% | +25.3% | -90.6% | -70.8% |
| 3Y | -80.6% | +21.7% | -102.3% | -85.4% |
| 5Y | -84.6% | -34.5% | -50.1% | -84.4% |
| 10Y | +550.5% | +478.9% | +71.6% | +119.1% |
| All | +396.0% | +433.4% | -37.3% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling