+376.4%
TTD vs RJF
+425.4%
-49.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.7% |
| 7D | -0.6% | -2.7% | +2.1% | +1.0% |
| 30D | +6.3% | -4.3% | +10.6% | +9.1% |
| 3M | -24.1% | +15.7% | -39.9% | -30.3% |
| 6M | -47.4% | +17.8% | -65.2% | -52.3% |
| YTD | -62.2% | +9.2% | -71.4% | -64.4% |
| 1Y | -68.3% | +2.8% | -71.1% | -69.1% |
| 3Y | -83.4% | +69.5% | -152.9% | -88.2% |
| 5Y | -80.3% | +105.9% | -186.2% | -87.2% |
| All | +376.4% | +425.4% | -49.0% | +121.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling