-70.0%
TTD vs RKT
-7.0%
-62.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.2% | -4.1% |
| 7D | +6.3% | +2.1% | +4.2% | +5.8% |
| 30D | -23.9% | +1.4% | -25.3% | -24.3% |
| 3M | -31.4% | +6.3% | -37.7% | -32.9% |
| 6M | -42.7% | -15.5% | -27.2% | -41.4% |
| YTD | -62.0% | -27.4% | -34.6% | -60.0% |
| 1Y | -72.2% | -26.6% | -45.6% | -71.2% |
| 3Y | -81.9% | +41.2% | -123.2% | -86.0% |
| 5Y | -81.5% | -6.4% | -75.1% | -85.2% |
| All | -70.0% | -7.0% | -62.9% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling