+376.4%
TTD vs RSG
+414.6%
-38.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.9% | +2.2% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | +6.3% | +4.0% | +2.3% | +4.0% |
| 3M | -24.1% | +7.4% | -31.5% | -27.7% |
| 6M | -47.4% | +0.1% | -47.5% | -48.0% |
| YTD | -62.2% | +6.0% | -68.2% | -63.9% |
| 1Y | -68.3% | -3.0% | -65.3% | -68.2% |
| 3Y | -83.4% | +56.5% | -139.9% | -88.3% |
| 5Y | -80.3% | +90.9% | -171.2% | -88.1% |
| All | +376.4% | +414.6% | -38.2% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling