-85.9%
TTD vs ROIV
+270.3%
-356.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.2% | -5.2% | -0.2% |
| 7D | +5.2% | +5.3% | -0.1% | +4.2% |
| 30D | +6.9% | +11.9% | -4.9% | +4.7% |
| 3M | -26.8% | +10.7% | -37.5% | -28.8% |
| 6M | -46.1% | +34.9% | -81.1% | -50.1% |
| YTD | -65.9% | +79.2% | -145.1% | -70.5% |
| 1Y | -71.8% | +89.0% | -160.8% | -75.9% |
| 3Y | -83.3% | +337.3% | -420.7% | -88.2% |
| 5Y | -81.1% | +402.3% | -483.5% | -89.1% |
| All | -85.9% | +270.3% | -356.2% | -90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling