+365.8%
TTD vs RRC
+20.1%
+345.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.6% | -2.8% |
| 7D | +1.7% | -1.2% | +2.9% | +1.9% |
| 30D | +1.6% | +9.4% | -7.8% | +0.2% |
| 3M | -27.8% | +7.4% | -35.2% | -28.8% |
| 6M | -52.1% | +1.5% | -53.6% | -52.4% |
| YTD | -63.1% | +19.4% | -82.5% | -64.3% |
| 1Y | -73.1% | +24.2% | -97.3% | -74.2% |
| 3Y | -83.3% | +32.8% | -116.1% | -84.2% |
| 5Y | -80.6% | +152.9% | -233.5% | -83.2% |
| All | +365.8% | +20.1% | +345.7% | +224.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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