-25.7%
TTD vs RIG
-17.2%
-8.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +3.9% |
| 7D | +20.8% | -2.6% | +23.4% | +20.4% |
| 30D | +33.8% | -5.2% | +39.0% | +32.3% |
| 3M | +17.8% | -8.6% | +26.5% | +16.1% |
| 6M | -25.7% | -18.9% | -6.8% | -22.1% |
| All | -25.7% | -17.2% | -8.6% | -22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling