-84.2%
TTD vs ROIV
+232.7%
-316.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -4.7% |
| 7D | +6.3% | +0.6% | +5.7% | +6.2% |
| 30D | -23.9% | +1.0% | -24.8% | -24.3% |
| 3M | -31.4% | +18.3% | -49.7% | -34.1% |
| 6M | -42.7% | +18.3% | -61.0% | -45.3% |
| YTD | -62.0% | +61.0% | -123.0% | -66.2% |
| 1Y | -72.2% | +177.9% | -250.1% | -78.2% |
| 3Y | -81.9% | +199.1% | -281.0% | -86.4% |
| 5Y | -81.5% | +250.7% | -332.3% | -88.2% |
| All | -84.2% | +232.7% | -316.9% | -89.4% |
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