-46.1%
TTD vs RVTY
+66.1%
-112.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.5% |
| 7D | +5.2% | -1.2% | +6.4% | +5.2% |
| 30D | +6.9% | +1.0% | +5.9% | +6.9% |
| 3M | -26.8% | +35.8% | -62.7% | -28.4% |
| 6M | -46.1% | +56.7% | -102.8% | -47.9% |
| All | -46.1% | +66.1% | -112.2% | -47.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling