-64.7%
TTD vs RL
+17.3%
-81.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.0% |
| 7D | +20.8% | +2.4% | +18.4% | +20.2% |
| 30D | +27.1% | +4.6% | +22.6% | +26.5% |
| 3M | +14.7% | -1.1% | +15.8% | +14.8% |
| 6M | -26.8% | +16.5% | -43.4% | -28.5% |
| YTD | -59.2% | +11.4% | -70.7% | -60.0% |
| 1Y | -64.7% | +16.1% | -80.8% | -65.9% |
| All | -64.7% | +17.3% | -81.9% | -65.9% |
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