+365.8%
TTD vs RL
+327.1%
+38.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.4% |
| 7D | +1.7% | +1.9% | -0.1% | +0.9% |
| 30D | +1.6% | -12.2% | +13.8% | +6.9% |
| 3M | -27.8% | -6.6% | -21.2% | -26.5% |
| 6M | -52.1% | +3.2% | -55.3% | -53.8% |
| YTD | -63.1% | -1.3% | -61.8% | -63.8% |
| 1Y | -73.1% | +13.6% | -86.6% | -75.3% |
| 3Y | -83.3% | +210.9% | -294.2% | -90.4% |
| 5Y | -80.6% | +246.9% | -327.5% | -89.3% |
| All | +365.8% | +327.1% | +38.7% | +134.2% |
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