+240.3%
TTMI vs RBA
+3,988.6%
-3,748.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.5% | +9.5% | +9.2% |
| 7D | +7.2% | +0.6% | +6.6% | +7.0% |
| 30D | -28.7% | +9.0% | -37.6% | -31.7% |
| 3M | -39.8% | +7.2% | -47.0% | -42.4% |
| 6M | -51.7% | -7.8% | -44.0% | -51.6% |
| YTD | +14.1% | -6.4% | +20.4% | +13.0% |
| 1Y | +16.0% | -4.2% | +20.1% | +14.1% |
| 3Y | +452.7% | +64.1% | +388.6% | +324.3% |
| 5Y | +451.5% | +48.4% | +403.1% | +323.4% |
| 10Y | +443.1% | +209.9% | +233.2% | +174.7% |
| All | +240.3% | +3,988.6% | -3,748.3% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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