-83.3%
TTD vs RIG
-28.9%
-54.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.6% |
| 7D | +1.7% | -2.7% | +4.4% | +2.2% |
| 30D | +1.6% | +9.5% | -7.9% | +0.2% |
| 3M | -27.8% | -6.6% | -21.2% | -27.3% |
| 6M | -52.1% | -2.9% | -49.3% | -52.5% |
| YTD | -63.1% | +39.5% | -102.5% | -66.5% |
| 1Y | -73.1% | +82.3% | -155.3% | -77.3% |
| 3Y | -83.3% | -29.6% | -53.7% | -84.8% |
| All | -83.3% | -28.9% | -54.4% | -84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling