-85.1%
TTD vs RKT
-7.1%
-78.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +21.3% | -9.0% | +30.2% | +25.2% |
| 30D | +28.7% | +30.2% | -1.5% | +16.7% |
| 3M | +7.7% | -8.8% | +16.5% | +10.4% |
| 6M | -23.5% | -0.9% | -22.5% | -25.1% |
| YTD | -58.7% | -29.2% | -29.5% | -55.7% |
| 1Y | -63.4% | -20.1% | -43.4% | -62.9% |
| 3Y | -75.3% | +81.3% | -156.6% | -87.9% |
| All | -85.1% | -7.1% | -78.1% | -88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling