-73.5%
TTD vs ROL
-38.8%
-34.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -4.6% | -3.3% | -1.3% | -4.1% |
| 30D | +3.7% | -7.2% | +10.9% | +4.8% |
| 3M | -30.2% | -27.0% | -3.2% | -25.5% |
| 6M | -51.4% | -39.5% | -11.9% | -46.5% |
| YTD | -63.4% | -41.8% | -21.6% | -59.2% |
| 1Y | -73.5% | -38.9% | -34.6% | -70.3% |
| All | -73.5% | -38.8% | -34.7% | -70.3% |
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