-80.0%
TTD vs RVTY
-30.4%
-49.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.2% |
| 7D | +6.3% | +1.1% | +5.2% | +5.7% |
| 30D | -23.9% | +13.2% | -37.1% | -29.1% |
| 3M | -31.4% | +27.2% | -58.6% | -40.8% |
| 6M | -42.7% | +32.4% | -75.1% | -52.6% |
| YTD | -62.0% | +34.9% | -96.9% | -69.0% |
| 1Y | -72.2% | +52.4% | -124.6% | -79.3% |
| 3Y | -81.9% | +12.3% | -94.2% | -84.7% |
| All | -80.0% | -30.4% | -49.6% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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