+379.4%
TTD vs RIO
+604.0%
-224.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.6% |
| 7D | +6.3% | 0.0% | +6.4% | +6.4% |
| 30D | -23.9% | +4.0% | -27.9% | -25.5% |
| 3M | -31.4% | +0.1% | -31.5% | -32.0% |
| 6M | -42.7% | +12.7% | -55.4% | -47.1% |
| YTD | -62.0% | +35.6% | -97.5% | -68.3% |
| 1Y | -72.2% | +73.7% | -145.9% | -79.6% |
| 3Y | -81.9% | +93.3% | -175.3% | -87.8% |
| 5Y | -81.5% | +92.4% | -174.0% | -87.8% |
| All | +379.4% | +604.0% | -224.6% | +82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling