-72.0%
TTD vs RRX
+30.0%
-102.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.6% | +6.5% | +2.6% |
| 7D | +3.7% | +7.6% | -3.9% | +4.3% |
| 30D | +10.4% | +7.5% | +2.9% | +11.1% |
| 3M | -31.6% | -21.0% | -10.6% | -33.1% |
| 6M | -45.1% | -18.1% | -27.0% | -45.6% |
| YTD | -65.1% | +24.3% | -89.4% | -68.9% |
| 1Y | -72.0% | +29.3% | -101.3% | -75.6% |
| All | -72.0% | +30.0% | -102.0% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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