-23.5%
TTD vs RIO
-23.4%
-0.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.3% |
| 7D | +21.3% | -0.9% | +22.2% | +21.1% |
| 30D | +28.7% | -9.1% | +37.8% | +25.5% |
| 3M | +7.7% | -13.7% | +21.4% | +4.0% |
| 6M | -23.5% | -24.3% | +0.9% | -24.6% |
| All | -23.5% | -23.4% | -0.1% | -24.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling