+379.4%
TTD vs RNG
+216.8%
+162.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.9% | -0.5% | -2.5% |
| 7D | +6.3% | +5.8% | +0.6% | +3.6% |
| 30D | -23.9% | +19.6% | -43.5% | -30.3% |
| 3M | -31.4% | +67.0% | -98.4% | -47.7% |
| 6M | -42.7% | +88.4% | -131.0% | -59.4% |
| YTD | -62.0% | +155.5% | -217.5% | -78.2% |
| 1Y | -72.2% | +141.7% | -213.9% | -83.7% |
| 3Y | -81.9% | +131.1% | -213.0% | -90.4% |
| 5Y | -81.5% | -70.6% | -11.0% | -73.5% |
| All | +379.4% | +216.8% | +162.6% | +110.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling