-80.9%
TTD vs RJF
+103.8%
-184.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.5% |
| 7D | -4.6% | -0.3% | -4.3% | -4.3% |
| 30D | +3.7% | -2.0% | +5.7% | +5.3% |
| 3M | -30.2% | +16.3% | -46.6% | -37.7% |
| 6M | -51.4% | +16.9% | -68.3% | -56.9% |
| YTD | -63.4% | +10.4% | -73.9% | -66.6% |
| 1Y | -73.5% | +7.4% | -80.9% | -75.4% |
| 3Y | -83.5% | +72.2% | -155.7% | -90.1% |
| All | -80.9% | +103.8% | -184.7% | -90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling