-72.0%
TTD vs RMBS
-18.2%
-53.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.0% | +8.9% | +2.8% |
| 7D | +3.7% | -8.9% | +12.6% | +3.6% |
| 30D | +10.4% | -24.8% | +35.3% | +9.9% |
| 3M | -31.6% | -17.6% | -14.0% | -31.6% |
| 6M | -45.1% | -25.7% | -19.5% | -45.8% |
| YTD | -65.1% | -9.8% | -55.4% | -66.2% |
| 1Y | -72.0% | -17.4% | -54.6% | -72.7% |
| All | -72.0% | -18.2% | -53.8% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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