-83.1%
TTD vs ROIV
+292.3%
-375.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +3.0% |
| 7D | +19.9% | +14.3% | +5.6% | +17.0% |
| 30D | +27.6% | +16.2% | +11.4% | +24.2% |
| 3M | +15.2% | +15.1% | 0.0% | +11.5% |
| 6M | -33.2% | +44.2% | -77.4% | -38.8% |
| YTD | -59.4% | +89.8% | -149.2% | -65.1% |
| 1Y | -64.4% | +94.6% | -158.9% | -69.6% |
| 3Y | -75.9% | +367.5% | -443.4% | -83.2% |
| 5Y | -82.6% | +421.4% | -504.0% | -90.1% |
| All | -83.1% | +292.3% | -375.4% | -89.0% |
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