+379.4%
TTD vs RRX
+232.8%
+146.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.5% | -4.5% |
| 7D | +6.3% | +3.4% | +2.9% | +4.6% |
| 30D | -23.9% | -11.1% | -12.8% | -19.3% |
| 3M | -31.4% | -23.7% | -7.7% | -24.1% |
| 6M | -42.7% | -22.0% | -20.7% | -40.4% |
| YTD | -62.0% | +16.5% | -78.5% | -69.7% |
| 1Y | -72.2% | +11.5% | -83.7% | -77.6% |
| 3Y | -81.9% | +1.5% | -83.5% | -85.6% |
| 5Y | -81.5% | +18.3% | -99.8% | -86.6% |
| All | +379.4% | +232.8% | +146.6% | +93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling