-66.8%
TTD vs RKT
-4.5%
-62.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +20.8% | -3.8% | +24.6% | +21.9% |
| 30D | +33.8% | +32.8% | +1.0% | +24.1% |
| 3M | +17.8% | +0.8% | +17.0% | +17.1% |
| 6M | -25.7% | -2.6% | -23.1% | -26.4% |
| YTD | -57.9% | -25.4% | -32.5% | -56.2% |
| 1Y | -63.8% | -19.1% | -44.7% | -63.4% |
| 3Y | -75.0% | +83.2% | -158.2% | -82.2% |
| 5Y | -82.5% | +0.8% | -83.4% | -86.3% |
| All | -66.8% | -4.5% | -62.2% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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