-73.5%
TTD vs RIG
+79.6%
-153.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.1% |
| 7D | -4.6% | -8.2% | +3.6% | -5.2% |
| 30D | +3.7% | -0.2% | +3.8% | +3.7% |
| 3M | -30.2% | -2.7% | -27.5% | -29.8% |
| 6M | -51.4% | -7.5% | -43.9% | -50.9% |
| YTD | -63.4% | +38.3% | -101.7% | -64.0% |
| 1Y | -73.5% | +81.8% | -155.4% | -73.7% |
| All | -73.5% | +79.6% | -153.1% | -73.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling