+361.1%
TTD vs RIG
-36.1%
+397.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -4.6% | -8.2% | +3.6% | -3.2% |
| 30D | +3.7% | -0.2% | +3.8% | +3.7% |
| 3M | -30.2% | -2.7% | -27.5% | -30.3% |
| 6M | -51.4% | -7.5% | -43.9% | -51.5% |
| YTD | -63.4% | +38.3% | -101.7% | -66.3% |
| 1Y | -73.5% | +81.8% | -155.4% | -77.0% |
| 3Y | -83.5% | -30.2% | -53.3% | -83.7% |
| 5Y | -80.9% | +59.9% | -140.9% | -84.6% |
| All | +361.1% | -36.1% | +397.3% | +229.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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