-82.8%
TTD vs RBRK
+124.5%
-207.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.2% | +3.3% |
| 7D | -0.6% | -7.5% | +6.9% | +1.5% |
| 30D | +6.3% | -10.4% | +16.7% | +8.8% |
| 3M | -24.1% | +21.3% | -45.4% | -30.1% |
| 6M | -47.4% | +50.6% | -98.1% | -55.2% |
| YTD | -62.2% | +13.3% | -75.5% | -65.2% |
| 1Y | -68.3% | +11.2% | -79.5% | -71.0% |
| All | -82.8% | +124.5% | -207.3% | -86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling