+550.5%
TTD vs RBA
+236.6%
+314.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.4% | +13.1% | +14.2% |
| 7D | +19.0% | +2.5% | +16.5% | +17.5% |
| 30D | +23.6% | +11.6% | +12.0% | +16.4% |
| 3M | +8.2% | +1.5% | +6.7% | +6.9% |
| 6M | -35.3% | -6.6% | -28.7% | -34.1% |
| YTD | -60.7% | -6.3% | -54.4% | -60.4% |
| 1Y | -65.3% | -4.0% | -61.3% | -65.6% |
| 3Y | -80.6% | +47.3% | -127.8% | -85.8% |
| 5Y | -84.6% | +47.7% | -132.3% | -89.1% |
| 10Y | +550.5% | +224.7% | +325.8% | +157.3% |
| All | +550.5% | +236.6% | +314.0% | +157.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling