+379.4%
TTD vs RIG
-34.6%
+414.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.5% | -3.9% |
| 7D | +6.3% | +0.9% | +5.5% | +6.2% |
| 30D | -23.9% | +13.8% | -37.7% | -25.7% |
| 3M | -31.4% | -6.4% | -25.0% | -31.1% |
| 6M | -42.7% | -8.2% | -34.5% | -42.7% |
| YTD | -62.0% | +41.6% | -103.6% | -65.1% |
| 1Y | -72.2% | +88.7% | -160.9% | -76.0% |
| 3Y | -81.9% | -30.9% | -51.1% | -82.2% |
| 5Y | -81.5% | +57.7% | -139.2% | -85.1% |
| All | +379.4% | -34.6% | +414.0% | +241.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling