-79.5%
TTD vs RGTI
+54.2%
-133.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.6% |
| 7D | -0.6% | +0.5% | -1.1% | -0.7% |
| 30D | +6.3% | -17.1% | +23.4% | +8.2% |
| 3M | -24.1% | -26.0% | +1.9% | -22.5% |
| 6M | -47.4% | -9.9% | -37.6% | -48.4% |
| YTD | -62.2% | -31.1% | -31.2% | -62.1% |
| 1Y | -68.3% | -8.5% | -59.8% | -70.1% |
| 3Y | -83.4% | +652.2% | -735.6% | -91.1% |
| 5Y | -80.3% | +56.8% | -137.1% | -84.0% |
| All | -79.5% | +54.2% | -133.8% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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