+329.6%
TTD vs RVTY
+197.3%
+132.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | -0.9% |
| 7D | +5.2% | -1.2% | +6.4% | +5.6% |
| 30D | +6.9% | +1.0% | +5.9% | +5.8% |
| 3M | -26.8% | +35.8% | -62.7% | -41.2% |
| 6M | -46.1% | +56.7% | -102.8% | -61.5% |
| YTD | -65.9% | +60.7% | -126.7% | -76.6% |
| 1Y | -71.8% | +73.7% | -145.5% | -81.9% |
| 3Y | -83.3% | +82.8% | -166.1% | -90.9% |
| 5Y | -81.1% | -7.0% | -74.1% | -81.4% |
| 10Y | +441.7% | +212.3% | +229.4% | +105.6% |
| All | +329.6% | +197.3% | +132.2% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling