-71.1%
TTD vs RKT
-11.2%
-59.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.3% |
| 7D | -4.6% | -1.0% | -3.6% | -4.3% |
| 30D | +3.7% | -2.4% | +6.1% | +4.3% |
| 3M | -30.2% | +1.9% | -32.1% | -31.1% |
| 6M | -51.4% | -13.9% | -37.5% | -50.4% |
| YTD | -63.4% | -30.6% | -32.8% | -61.1% |
| 1Y | -73.5% | -34.4% | -39.2% | -71.7% |
| 3Y | -83.5% | +38.2% | -121.6% | -87.1% |
| 5Y | -80.9% | -9.7% | -71.3% | -84.6% |
| All | -71.1% | -11.2% | -59.9% | -77.0% |
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