-85.1%
TTD vs RIG
+62.5%
-147.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.8% | +0.6% |
| 7D | +21.3% | +5.7% | +15.5% | +20.0% |
| 30D | +28.7% | -0.7% | +29.5% | +28.0% |
| 3M | +7.7% | -3.1% | +10.8% | +7.3% |
| 6M | -23.5% | -16.3% | -7.2% | -22.0% |
| YTD | -58.7% | +34.1% | -92.8% | -62.9% |
| 1Y | -63.4% | +38.2% | -101.6% | -67.5% |
| 3Y | -75.3% | -15.3% | -60.0% | -77.0% |
| All | -85.1% | +62.5% | -147.6% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling