+412.3%
TTD vs RRC
+47.1%
+365.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.8% | -1.5% | +2.6% |
| 7D | +19.9% | -5.2% | +25.1% | +20.8% |
| 30D | +27.6% | +25.2% | +2.4% | +22.8% |
| 3M | +15.2% | +27.4% | -12.2% | +10.4% |
| 6M | -33.2% | +27.0% | -60.2% | -36.0% |
| YTD | -59.4% | +46.3% | -105.7% | -62.1% |
| 1Y | -64.4% | +37.1% | -101.5% | -66.4% |
| 3Y | -75.9% | +60.2% | -136.1% | -78.0% |
| 5Y | -82.6% | +136.6% | -219.3% | -85.1% |
| 10Y | +558.1% | +68.8% | +489.3% | +349.2% |
| All | +412.3% | +47.1% | +365.2% | +244.5% |
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