+550.5%
TTD vs RL
+397.7%
+152.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +5.8% | +9.6% | +13.0% |
| 7D | +19.0% | +0.2% | +18.7% | +19.0% |
| 30D | +23.6% | +7.3% | +16.3% | +20.3% |
| 3M | +8.2% | +1.0% | +7.1% | +7.5% |
| 6M | -35.3% | +11.8% | -47.1% | -39.0% |
| YTD | -60.7% | +13.6% | -74.3% | -63.6% |
| 1Y | -65.3% | +24.0% | -89.3% | -69.2% |
| 3Y | -80.6% | +256.6% | -337.1% | -89.5% |
| 5Y | -84.6% | +240.2% | -324.8% | -91.6% |
| 10Y | +550.5% | +373.0% | +177.6% | +220.7% |
| All | +550.5% | +397.7% | +152.9% | +220.7% |
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