-85.1%
TTD vs RNG
-72.1%
-13.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.7% |
| 7D | +21.3% | +4.6% | +16.7% | +18.8% |
| 30D | +28.7% | +0.4% | +28.3% | +28.1% |
| 3M | +7.7% | +11.4% | -3.7% | +1.4% |
| 6M | -23.5% | +95.7% | -119.2% | -46.1% |
| YTD | -58.7% | +162.9% | -221.6% | -76.5% |
| 1Y | -63.4% | +180.3% | -243.7% | -79.9% |
| 3Y | -75.3% | +188.3% | -263.6% | -88.5% |
| All | -85.1% | -72.1% | -13.1% | -70.6% |
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