-80.8%
TTD vs RRX
+14.8%
-95.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.6% | +1.5% |
| 7D | -7.4% | -3.7% | -3.7% | -5.8% |
| 30D | +3.0% | -9.3% | +12.3% | +7.4% |
| 3M | -27.6% | -21.8% | -5.8% | -21.8% |
| 6M | -49.5% | -22.0% | -27.5% | -47.6% |
| YTD | -63.2% | +11.9% | -75.1% | -70.6% |
| 1Y | -69.7% | +11.6% | -81.3% | -76.2% |
| 3Y | -83.3% | +2.2% | -85.5% | -86.9% |
| 5Y | -80.8% | +14.9% | -95.7% | -86.0% |
| All | -80.8% | +14.8% | -95.6% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling