+364.1%
TTD vs RNG
+198.0%
+166.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.1% |
| 7D | -7.4% | -9.6% | +2.2% | -2.8% |
| 30D | +3.0% | +8.8% | -5.8% | -1.0% |
| 3M | -27.6% | +78.6% | -106.2% | -46.6% |
| 6M | -49.5% | +70.3% | -119.8% | -62.4% |
| YTD | -63.2% | +140.3% | -203.5% | -78.2% |
| 1Y | -69.7% | +126.6% | -196.3% | -81.7% |
| 3Y | -83.3% | +120.2% | -203.6% | -90.9% |
| 5Y | -80.8% | -68.3% | -12.5% | -73.6% |
| All | +364.1% | +198.0% | +166.1% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling