-83.9%
TTD vs RNG
+120.1%
-204.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | -7.4% | -9.6% | +2.2% | -4.6% |
| 30D | +3.0% | +8.8% | -5.8% | +0.7% |
| 3M | -27.6% | +78.6% | -106.2% | -39.3% |
| 6M | -49.5% | +70.3% | -119.8% | -57.3% |
| YTD | -63.2% | +140.3% | -203.5% | -72.3% |
| 1Y | -69.7% | +126.6% | -196.3% | -76.9% |
| All | -83.9% | +120.1% | -204.0% | -88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling