-72.0%
TTD vs TRGP
+89.5%
-161.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.5% | +7.4% | +1.7% |
| 7D | +3.7% | -6.5% | +10.1% | +2.0% |
| 30D | +10.4% | -0.4% | +10.9% | +10.5% |
| 3M | -31.6% | +8.8% | -40.4% | -30.2% |
| 6M | -45.1% | +11.0% | -56.1% | -43.6% |
| YTD | -65.1% | +57.4% | -122.5% | -63.4% |
| 1Y | -72.0% | +87.9% | -159.9% | -70.7% |
| All | -72.0% | +89.5% | -161.5% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 1y: compounded portfolio wealth divided by compounded TRGP 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…
1y analysis · Full analysis span regression · 6 months rolling