-68.3%
TTD vs RRX
+15.2%
-83.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.0% | +2.9% |
| 7D | -0.6% | -0.3% | -0.3% | -0.7% |
| 30D | +6.3% | -6.1% | +12.4% | +5.8% |
| 3M | -24.1% | -23.1% | -1.1% | -25.3% |
| 6M | -47.4% | -19.5% | -27.9% | -47.8% |
| YTD | -62.2% | +16.1% | -78.3% | -65.5% |
| 1Y | -68.3% | +12.9% | -81.2% | -70.9% |
| All | -68.3% | +15.2% | -83.5% | -70.9% |
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