-80.9%
TTD vs RMBS
+269.8%
-350.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -4.6% | +3.5% | -8.1% | -5.6% |
| 30D | +3.7% | -8.6% | +12.3% | +6.0% |
| 3M | -30.2% | -40.3% | +10.1% | -20.3% |
| 6M | -51.4% | -1.0% | -50.4% | -57.1% |
| YTD | -63.4% | -4.6% | -58.8% | -68.1% |
| 1Y | -73.5% | +17.6% | -91.1% | -80.3% |
| 3Y | -83.5% | +58.6% | -142.1% | -91.1% |
| 5Y | -80.9% | +270.9% | -351.9% | -95.4% |
| All | -80.9% | +269.8% | -350.8% | -95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling