+520.1%
TTD vs RL
+345.8%
+174.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +4.2% |
| 7D | +20.8% | -4.4% | +25.2% | +23.2% |
| 30D | +33.8% | +5.6% | +28.3% | +31.1% |
| 3M | +17.8% | -0.6% | +18.5% | +18.0% |
| 6M | -25.7% | +15.5% | -41.2% | -31.0% |
| YTD | -57.9% | +12.3% | -70.2% | -60.9% |
| 1Y | -63.8% | +19.3% | -83.2% | -67.4% |
| 3Y | -75.0% | +255.5% | -330.6% | -86.5% |
| 5Y | -82.5% | +247.1% | -329.6% | -90.5% |
| All | +520.1% | +345.8% | +174.3% | +175.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling