-73.1%
TTD vs RBA
-28.4%
-44.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.9% | -2.4% |
| 7D | +1.7% | -1.1% | +2.8% | +2.0% |
| 30D | +1.6% | -13.2% | +14.8% | +4.4% |
| 3M | -27.8% | -21.4% | -6.5% | -24.6% |
| 6M | -52.1% | -20.9% | -31.2% | -50.1% |
| YTD | -63.1% | -19.9% | -43.2% | -60.3% |
| 1Y | -73.1% | -28.7% | -44.4% | -72.5% |
| All | -73.1% | -28.4% | -44.7% | -72.5% |
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