-83.3%
TTD vs RJF
+76.7%
-160.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.9% | -2.2% |
| 7D | +1.7% | +1.8% | 0.0% | +0.8% |
| 30D | +1.6% | 0.0% | +1.6% | +1.6% |
| 3M | -27.8% | +18.0% | -45.8% | -34.5% |
| 6M | -52.1% | +17.0% | -69.1% | -56.4% |
| YTD | -63.1% | +11.1% | -74.2% | -65.7% |
| 1Y | -73.1% | +8.0% | -81.0% | -74.6% |
| 3Y | -83.3% | +73.3% | -156.6% | -87.8% |
| All | -83.3% | +76.7% | -160.0% | -87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling