+365.8%
TTD vs RSG
+412.0%
-46.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.6% |
| 7D | +1.7% | -0.7% | +2.5% | +2.2% |
| 30D | +1.6% | +3.3% | -1.7% | -0.3% |
| 3M | -27.8% | +8.5% | -36.3% | -31.6% |
| 6M | -52.1% | -3.5% | -48.6% | -51.5% |
| YTD | -63.1% | +5.5% | -68.6% | -64.6% |
| 1Y | -73.1% | -1.7% | -71.3% | -73.2% |
| 3Y | -83.3% | +56.9% | -140.2% | -88.2% |
| 5Y | -80.6% | +89.4% | -170.0% | -88.2% |
| All | +365.8% | +412.0% | -46.2% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling