-64.7%
TTD vs RRC
+35.0%
-99.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.2% |
| 7D | +20.8% | +2.5% | +18.2% | +20.8% |
| 30D | +27.1% | +21.1% | +6.0% | +27.0% |
| 3M | +14.7% | +28.4% | -13.7% | +14.4% |
| 6M | -26.8% | +26.5% | -53.3% | -27.0% |
| YTD | -59.2% | +47.0% | -106.3% | -59.9% |
| 1Y | -64.7% | +35.2% | -99.9% | -64.8% |
| All | -64.7% | +35.0% | -99.7% | -64.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling