-83.2%
TTD vs RBRK
+130.3%
-213.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -7.4% | -3.5% | -3.9% | -6.5% |
| 30D | +3.0% | -8.3% | +11.3% | +4.8% |
| 3M | -27.6% | +24.7% | -52.2% | -33.8% |
| 6M | -49.5% | +58.9% | -108.4% | -57.6% |
| YTD | -63.2% | +16.3% | -79.5% | -66.3% |
| 1Y | -69.7% | +10.1% | -79.9% | -72.2% |
| All | -83.2% | +130.3% | -213.6% | -87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling