-63.4%
TTD vs RJF
+3.6%
-67.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.8% |
| 7D | +21.3% | +3.6% | +17.7% | +18.7% |
| 30D | +28.7% | +7.2% | +21.5% | +23.5% |
| 3M | +7.7% | -6.5% | +14.2% | +11.7% |
| 6M | -23.5% | +10.3% | -33.8% | -26.8% |
| YTD | -58.7% | +6.5% | -65.2% | -61.9% |
| 1Y | -63.4% | +6.1% | -69.5% | -66.3% |
| All | -63.4% | +3.6% | -67.0% | -66.3% |
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