+365.8%
TTD vs ROL
+208.7%
+157.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -1.5% |
| 7D | +1.7% | -3.4% | +5.2% | +3.6% |
| 30D | +1.6% | -6.9% | +8.5% | +5.5% |
| 3M | -27.8% | -24.6% | -3.2% | -16.4% |
| 6M | -52.1% | -39.5% | -12.6% | -37.4% |
| YTD | -63.1% | -41.1% | -22.0% | -51.3% |
| 1Y | -73.1% | -37.9% | -35.1% | -65.8% |
| 3Y | -83.3% | +0.8% | -84.1% | -85.3% |
| 5Y | -80.6% | -4.7% | -75.9% | -82.8% |
| All | +365.8% | +208.7% | +157.0% | +179.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling