-82.9%
TTD vs ROIV
+276.5%
-359.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.5% | +1.6% |
| 7D | +21.3% | +1.7% | +19.6% | +21.0% |
| 30D | +28.7% | +17.6% | +11.2% | +25.1% |
| 3M | +7.7% | +9.0% | -1.3% | +5.4% |
| 6M | -23.5% | +35.3% | -58.8% | -28.9% |
| YTD | -58.7% | +82.2% | -140.9% | -64.3% |
| 1Y | -63.4% | +92.3% | -155.7% | -68.8% |
| 3Y | -75.3% | +336.8% | -412.1% | -82.5% |
| 5Y | -84.4% | +370.6% | -455.0% | -90.9% |
| All | -82.9% | +276.5% | -359.3% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling