-68.3%
TTD vs RBRK
+5.6%
-73.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.2% | +3.1% |
| 7D | -0.6% | -7.5% | +6.9% | +0.8% |
| 30D | +6.3% | -10.4% | +16.7% | +7.9% |
| 3M | -24.1% | +21.3% | -45.4% | -29.0% |
| 6M | -47.4% | +50.6% | -98.1% | -53.9% |
| YTD | -62.2% | +13.3% | -75.5% | -65.8% |
| 1Y | -68.3% | +11.2% | -79.5% | -70.6% |
| All | -68.3% | +5.6% | -73.9% | -70.6% |
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