-83.9%
TTD vs RGTI
+665.7%
-749.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.7% |
| 7D | -7.4% | -0.1% | -7.3% | -7.4% |
| 30D | +3.0% | -16.2% | +19.2% | +4.2% |
| 3M | -27.6% | -22.0% | -5.5% | -26.8% |
| 6M | -49.5% | -10.8% | -38.7% | -50.1% |
| YTD | -63.2% | -31.6% | -31.6% | -63.1% |
| 1Y | -69.7% | -6.4% | -63.4% | -70.9% |
| All | -83.9% | +665.7% | -749.5% | -89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling