-72.2%
TTD vs ROL
-35.4%
-36.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.4% |
| 7D | +6.3% | -1.4% | +7.8% | +6.6% |
| 30D | -23.9% | -4.1% | -19.8% | -23.4% |
| 3M | -31.4% | -22.5% | -8.9% | -27.4% |
| 6M | -42.7% | -37.7% | -5.0% | -37.1% |
| YTD | -62.0% | -39.6% | -22.4% | -57.9% |
| 1Y | -72.2% | -36.0% | -36.2% | -69.1% |
| All | -72.2% | -35.4% | -36.8% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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