+379.4%
TTD vs RRC
+20.4%
+359.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.2% |
| 7D | +6.3% | +1.3% | +5.0% | +6.1% |
| 30D | -23.9% | +10.1% | -34.0% | -25.0% |
| 3M | -31.4% | +4.0% | -35.4% | -31.9% |
| 6M | -42.7% | +1.6% | -44.3% | -43.0% |
| YTD | -62.0% | +19.7% | -81.7% | -63.2% |
| 1Y | -72.2% | +21.4% | -93.6% | -73.3% |
| 3Y | -81.9% | +29.7% | -111.6% | -82.9% |
| 5Y | -81.5% | +153.9% | -235.4% | -84.0% |
| All | +379.4% | +20.4% | +359.0% | +234.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling