-72.0%
TTD vs RL
+34.3%
-106.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.5% | -1.6% | +2.3% |
| 7D | +3.7% | +5.8% | -2.1% | +3.0% |
| 30D | +10.4% | +12.7% | -2.3% | +9.1% |
| 3M | -31.6% | +9.3% | -40.9% | -32.3% |
| 6M | -45.1% | +16.9% | -62.0% | -46.2% |
| YTD | -65.1% | +17.5% | -82.6% | -65.9% |
| 1Y | -72.0% | +34.6% | -106.6% | -73.8% |
| All | -72.0% | +34.3% | -106.3% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling