-72.0%
TTD vs RBA
-2.0%
-70.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.3% |
| 7D | +3.7% | +12.7% | -9.0% | +0.3% |
| 30D | +10.4% | +15.5% | -5.1% | +6.0% |
| 3M | -31.6% | -14.0% | -17.6% | -29.2% |
| 6M | -45.1% | -8.8% | -36.3% | -44.6% |
| YTD | -65.1% | -6.9% | -58.2% | -63.8% |
| 1Y | -72.0% | -3.0% | -69.0% | -70.9% |
| All | -72.0% | -2.0% | -70.0% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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