+379.4%
TTD vs TRGP
+813.8%
-434.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.0% |
| 7D | +6.3% | +0.8% | +5.6% | +6.0% |
| 30D | -23.9% | +11.5% | -35.4% | -26.8% |
| 3M | -31.4% | +9.0% | -40.4% | -33.9% |
| 6M | -42.7% | +20.5% | -63.2% | -47.1% |
| YTD | -62.0% | +59.5% | -121.5% | -68.4% |
| 1Y | -72.2% | +77.9% | -150.1% | -78.0% |
| 3Y | -81.9% | +253.6% | -335.5% | -88.9% |
| 5Y | -81.5% | +615.5% | -697.0% | -91.1% |
| All | +379.4% | +813.8% | -434.4% | +80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling