-72.0%
TTD vs RJF
+7.8%
-79.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.3% | -1.5% | +0.3% |
| 7D | +3.7% | +7.2% | -3.5% | -0.4% |
| 30D | +10.4% | +4.9% | +5.5% | +7.3% |
| 3M | -31.6% | -5.5% | -26.1% | -29.4% |
| 6M | -45.1% | +8.0% | -53.1% | -46.9% |
| YTD | -65.1% | +6.2% | -71.3% | -67.5% |
| 1Y | -72.0% | +7.8% | -79.8% | -74.0% |
| All | -72.0% | +7.8% | -79.8% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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