+379.4%
TTD vs RL
+332.0%
+47.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.0% | -6.4% | -5.2% |
| 7D | +6.3% | -0.8% | +7.1% | +6.6% |
| 30D | -23.9% | -7.8% | -16.1% | -21.7% |
| 3M | -31.4% | -4.0% | -27.4% | -30.9% |
| 6M | -42.7% | -1.9% | -40.8% | -43.6% |
| YTD | -62.0% | -0.2% | -61.8% | -62.9% |
| 1Y | -72.2% | +10.7% | -82.9% | -74.3% |
| 3Y | -81.9% | +210.8% | -292.7% | -89.6% |
| 5Y | -81.5% | +238.2% | -319.8% | -89.7% |
| All | +379.4% | +332.0% | +47.4% | +139.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling