+379.4%
TTD vs RY
+385.7%
-6.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -3.8% |
| 7D | +6.3% | +3.1% | +3.2% | +3.6% |
| 30D | -23.9% | -0.3% | -23.6% | -23.7% |
| 3M | -31.4% | +8.7% | -40.0% | -36.6% |
| 6M | -42.7% | +28.5% | -71.2% | -54.9% |
| YTD | -62.0% | +25.1% | -87.1% | -69.3% |
| 1Y | -72.2% | +46.3% | -118.5% | -80.6% |
| 3Y | -81.9% | +154.9% | -236.9% | -92.6% |
| 5Y | -81.5% | +140.3% | -221.8% | -91.8% |
| All | +379.4% | +385.7% | -6.3% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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