-69.9%
TTD vs RIO
+74.7%
-144.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -4.6% | +1.0% | -5.6% | -4.5% |
| 30D | +3.7% | +4.0% | -0.4% | +4.2% |
| 3M | -30.2% | +4.5% | -34.7% | -29.4% |
| 6M | -51.4% | +17.3% | -68.7% | -51.0% |
| YTD | -63.4% | +36.2% | -99.6% | -65.4% |
| All | -69.9% | +74.7% | -144.6% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 1y: compounded portfolio wealth divided by compounded RIO 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…
1y analysis · Full analysis span regression · 6 months rolling