-85.4%
TTD vs RL
+226.8%
-312.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.7% |
| 7D | +5.2% | -4.2% | +9.4% | +7.6% |
| 30D | +6.9% | +4.3% | +2.7% | +4.3% |
| 3M | -26.8% | -4.6% | -22.2% | -25.3% |
| 6M | -46.1% | +1.7% | -47.9% | -48.0% |
| YTD | -65.9% | +7.3% | -73.3% | -68.8% |
| 1Y | -71.8% | +20.8% | -92.6% | -76.4% |
| 3Y | -83.3% | +247.0% | -330.3% | -94.4% |
| All | -85.4% | +226.8% | -312.3% | -95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling