-80.4%
TTD vs RGTI
+55.6%
-136.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.7% |
| 3M | -27.6% | -22.0% | -5.5% | -26.5% |
| 6M | -49.5% | -10.8% | -38.7% | -50.4% |
| YTD | -63.2% | -31.6% | -31.6% | -63.0% |
| 1Y | -69.7% | -6.4% | -63.4% | -71.5% |
| 3Y | -83.3% | +665.7% | -749.0% | -91.1% |
| All | -80.4% | +55.6% | -136.0% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling