-72.0%
TTD vs RBRK
+62.9%
-134.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.7% | +2.5% |
| 7D | +3.7% | -12.5% | +16.2% | +6.2% |
| 30D | +10.4% | -3.0% | +13.4% | +10.8% |
| 3M | -31.6% | +46.9% | -78.5% | -37.5% |
| 6M | -45.1% | +105.4% | -150.5% | -54.0% |
| YTD | -65.1% | +55.6% | -120.7% | -70.9% |
| 1Y | -72.0% | +63.9% | -135.9% | -76.8% |
| All | -72.0% | +62.9% | -134.9% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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