+329.6%
TTD vs RL
+364.5%
-34.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.5% |
| 7D | +5.2% | -4.2% | +9.4% | +7.0% |
| 30D | +6.9% | +4.3% | +2.7% | +5.1% |
| 3M | -26.8% | -4.6% | -22.2% | -25.7% |
| 6M | -46.1% | +1.7% | -47.9% | -47.3% |
| YTD | -65.9% | +7.3% | -73.3% | -67.8% |
| 1Y | -71.8% | +20.8% | -92.6% | -74.8% |
| 3Y | -83.3% | +247.0% | -330.3% | -90.9% |
| 5Y | -81.1% | +225.5% | -306.6% | -89.5% |
| 10Y | +441.7% | +363.0% | +78.7% | +164.1% |
| All | +329.6% | +364.5% | -34.9% | +108.4% |
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