-63.4%
TTD vs RL
+15.3%
-78.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.5% | +1.6% |
| 7D | +21.3% | +2.6% | +18.7% | +20.7% |
| 30D | +28.7% | +2.9% | +25.8% | +28.5% |
| 3M | +7.7% | 0.0% | +7.7% | +7.8% |
| 6M | -23.5% | +17.1% | -40.6% | -25.2% |
| YTD | -58.7% | +10.1% | -68.8% | -59.3% |
| 1Y | -63.4% | +17.3% | -80.7% | -64.8% |
| All | -63.4% | +15.3% | -78.7% | -64.8% |
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