-64.4%
TTD vs ROIV
+104.3%
-168.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +3.3% |
| 7D | +19.9% | +14.3% | +5.6% | +20.2% |
| 30D | +27.6% | +16.2% | +11.4% | +28.1% |
| 3M | +15.2% | +15.1% | 0.0% | +15.8% |
| 6M | -33.2% | +44.2% | -77.4% | -33.3% |
| YTD | -59.4% | +89.8% | -149.2% | -60.2% |
| 1Y | -64.4% | +94.6% | -158.9% | -64.3% |
| All | -64.4% | +104.3% | -168.7% | -64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling