-83.3%
TTD vs RBA
+42.3%
-125.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.3% | +1.4% |
| 7D | +5.2% | +4.3% | +0.9% | +3.8% |
| 30D | +6.9% | +16.3% | -9.4% | +1.6% |
| 3M | -26.8% | +1.3% | -28.1% | -27.6% |
| 6M | -46.1% | -11.1% | -35.1% | -44.7% |
| YTD | -65.9% | -8.5% | -57.5% | -65.4% |
| 1Y | -71.8% | -2.1% | -69.7% | -72.1% |
| 3Y | -83.3% | +44.6% | -127.9% | -86.7% |
| All | -83.3% | +42.3% | -125.6% | -86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling