+430.9%
TTD vs RIG
-40.6%
+471.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +3.2% |
| 7D | +20.8% | -2.6% | +23.4% | +21.3% |
| 30D | +33.8% | -5.2% | +39.0% | +34.3% |
| 3M | +17.8% | -8.6% | +26.5% | +18.7% |
| 6M | -25.7% | -18.9% | -6.8% | -24.2% |
| YTD | -57.9% | +28.6% | -86.5% | -61.0% |
| 1Y | -63.8% | +25.5% | -89.4% | -66.4% |
| 3Y | -75.0% | -20.2% | -54.9% | -76.1% |
| 5Y | -82.5% | +53.9% | -136.5% | -85.9% |
| 10Y | +527.9% | -48.8% | +576.7% | +368.6% |
| All | +430.9% | -40.6% | +471.5% | +281.6% |
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 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