-84.0%
TTD vs RRX
+3.6%
-87.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.4% |
| 7D | -4.6% | -0.7% | -3.9% | -4.4% |
| 30D | +3.7% | -8.0% | +11.6% | +5.8% |
| 3M | -30.2% | -25.1% | -5.2% | -26.1% |
| 6M | -51.4% | -18.3% | -33.1% | -51.1% |
| YTD | -63.4% | +14.2% | -77.6% | -69.0% |
| 1Y | -73.5% | +13.0% | -86.6% | -77.7% |
| All | -84.0% | +3.6% | -87.6% | -85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling