-72.2%
TTD vs TRGP
+80.7%
-152.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.5% |
| 7D | +6.3% | +0.8% | +5.6% | +6.4% |
| 30D | -23.9% | +11.5% | -35.4% | -22.5% |
| 3M | -31.4% | +9.0% | -40.4% | -30.5% |
| 6M | -42.7% | +20.5% | -63.2% | -40.9% |
| YTD | -62.0% | +59.5% | -121.5% | -60.8% |
| 1Y | -72.2% | +77.9% | -150.1% | -72.3% |
| All | -72.2% | +80.7% | -152.9% | -72.3% |
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