-83.3%
TTD vs RIO
+104.4%
-187.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.4% | -2.9% |
| 7D | +1.7% | +1.9% | -0.2% | +1.4% |
| 30D | +1.6% | +5.0% | -3.4% | +0.5% |
| 3M | -27.8% | +5.1% | -33.0% | -28.7% |
| 6M | -52.1% | +17.6% | -69.7% | -54.7% |
| YTD | -63.1% | +36.3% | -99.4% | -67.5% |
| 1Y | -73.1% | +71.2% | -144.2% | -78.6% |
| 3Y | -83.3% | +102.7% | -186.0% | -88.4% |
| All | -83.3% | +104.4% | -187.7% | -88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling