+379.4%
TTD vs RJF
+440.0%
-60.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.4% |
| 7D | +6.3% | -0.6% | +6.9% | +6.8% |
| 30D | -23.9% | -1.3% | -22.6% | -23.1% |
| 3M | -31.4% | +18.9% | -50.3% | -38.0% |
| 6M | -42.7% | +15.0% | -57.7% | -47.3% |
| YTD | -62.0% | +12.2% | -74.2% | -64.8% |
| 1Y | -72.2% | +5.6% | -77.8% | -73.4% |
| 3Y | -81.9% | +74.9% | -156.8% | -87.4% |
| 5Y | -81.5% | +106.6% | -188.2% | -88.1% |
| All | +379.4% | +440.0% | -60.6% | +118.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling