+329.6%
TTD vs RBA
+221.9%
+107.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.3% | +1.7% |
| 7D | +5.2% | +4.3% | +0.9% | +2.8% |
| 30D | +6.9% | +16.3% | -9.4% | -1.7% |
| 3M | -26.8% | +1.3% | -28.1% | -28.0% |
| 6M | -46.1% | -11.1% | -35.1% | -43.7% |
| YTD | -65.9% | -8.5% | -57.5% | -65.3% |
| 1Y | -71.8% | -2.1% | -69.7% | -72.5% |
| 3Y | -83.3% | +44.6% | -127.9% | -87.6% |
| 5Y | -81.1% | +36.8% | -118.0% | -86.1% |
| 10Y | +441.7% | +227.3% | +214.4% | +120.2% |
| All | +329.6% | +221.9% | +107.7% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling