+414.0%
TTD vs RMBS
+570.6%
-156.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | +20.8% | +21.9% | -1.2% | +12.0% |
| 30D | +27.1% | -13.4% | +40.6% | +33.0% |
| 3M | +14.7% | -15.9% | +30.6% | +19.0% |
| 6M | -26.8% | -34.8% | +8.0% | -21.3% |
| YTD | -59.2% | -7.5% | -51.7% | -66.2% |
| 1Y | -64.7% | -16.9% | -47.8% | -69.4% |
| 3Y | -75.8% | +35.5% | -111.4% | -87.0% |
| 5Y | -84.6% | +254.2% | -338.8% | -96.2% |
| 10Y | +507.9% | +558.2% | -50.3% | -14.7% |
| All | +414.0% | +570.6% | -156.7% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling