-80.9%
TTD vs TRGP
+639.4%
-720.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -4.6% | -0.7% | -3.9% | -4.3% |
| 30D | +3.7% | +9.5% | -5.8% | -1.1% |
| 3M | -30.2% | +10.8% | -41.0% | -34.3% |
| 6M | -51.4% | +25.3% | -76.7% | -57.4% |
| YTD | -63.4% | +60.3% | -123.7% | -72.1% |
| 1Y | -73.5% | +84.6% | -158.1% | -81.5% |
| 3Y | -83.5% | +264.4% | -347.8% | -92.5% |
| 5Y | -80.9% | +636.6% | -717.5% | -93.8% |
| All | -80.9% | +639.4% | -720.4% | -93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling