+420.9%
TTD vs RRX
+261.3%
+159.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.6% | +2.5% |
| 7D | +21.3% | +4.3% | +16.9% | +19.1% |
| 30D | +28.7% | +12.3% | +16.4% | +20.7% |
| 3M | +7.7% | +3.7% | +4.0% | +4.3% |
| 6M | -23.5% | -13.9% | -9.6% | -22.2% |
| YTD | -58.7% | +26.5% | -85.1% | -68.8% |
| 1Y | -63.4% | +29.3% | -92.7% | -72.9% |
| 3Y | -75.3% | +65.6% | -140.8% | -85.4% |
| 5Y | -84.4% | +10.6% | -95.0% | -88.2% |
| 10Y | +516.1% | +202.9% | +313.2% | +141.2% |
| All | +420.9% | +261.3% | +159.6% | +99.5% |
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