-80.0%
TTD vs RGTI
+59.7%
-139.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.0% | -6.9% | -3.3% |
| 7D | +1.7% | +5.5% | -3.7% | +1.1% |
| 30D | +1.6% | -11.9% | +13.5% | +2.7% |
| 3M | -27.8% | -27.4% | -0.5% | -26.3% |
| 6M | -52.1% | -7.1% | -45.1% | -53.2% |
| YTD | -63.1% | -28.6% | -34.4% | -63.1% |
| 1Y | -73.1% | +4.4% | -77.4% | -75.0% |
| 3Y | -83.3% | +698.5% | -781.8% | -91.1% |
| 5Y | -80.6% | +64.2% | -144.8% | -84.2% |
| All | -80.0% | +59.7% | -139.7% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling