-82.3%
TTD vs ROIV
+200.3%
-282.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -4.6% |
| 7D | +6.3% | +0.6% | +5.7% | +6.2% |
| 30D | -23.9% | +1.0% | -24.8% | -24.2% |
| 3M | -31.4% | +18.3% | -49.7% | -33.5% |
| 6M | -42.7% | +18.3% | -61.0% | -44.7% |
| YTD | -62.0% | +61.0% | -123.0% | -65.5% |
| 1Y | -72.2% | +177.9% | -250.1% | -77.7% |
| All | -82.3% | +200.3% | -282.6% | -86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling