-80.8%
TTD vs RSG
+89.5%
-170.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.9% |
| 7D | -7.4% | -1.8% | -5.6% | -6.7% |
| 30D | +3.0% | +2.8% | +0.2% | +1.9% |
| 3M | -27.6% | +4.3% | -31.9% | -29.0% |
| 6M | -49.5% | -0.5% | -49.0% | -49.6% |
| YTD | -63.2% | +5.2% | -68.4% | -64.2% |
| 1Y | -69.7% | -2.1% | -67.6% | -69.6% |
| 3Y | -83.3% | +56.5% | -139.9% | -87.8% |
| 5Y | -80.8% | +89.5% | -170.3% | -88.0% |
| All | -80.8% | +89.5% | -170.3% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling