-80.9%
TTD vs RNG
-70.2%
-10.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -4.6% | -4.1% | -0.6% | -2.8% |
| 30D | +3.7% | +8.6% | -5.0% | 0.0% |
| 3M | -30.2% | +78.0% | -108.2% | -47.3% |
| 6M | -51.4% | +67.0% | -118.4% | -62.7% |
| YTD | -63.4% | +142.4% | -205.9% | -77.6% |
| 1Y | -73.5% | +120.4% | -194.0% | -83.1% |
| 3Y | -83.5% | +122.1% | -205.6% | -90.7% |
| 5Y | -80.9% | -69.8% | -11.1% | -74.8% |
| All | -80.9% | -70.2% | -10.7% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling