-80.6%
TTD vs ROL
+5.5%
-86.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.1% | +13.4% | +15.1% |
| 7D | +19.0% | +7.5% | +11.4% | +17.6% |
| 30D | +23.6% | +21.1% | +2.5% | +20.3% |
| 3M | +8.2% | +3.1% | +5.0% | +6.9% |
| 6M | -35.3% | -27.4% | -7.9% | -33.6% |
| YTD | -60.7% | -34.7% | -25.9% | -59.2% |
| 1Y | -65.3% | -32.9% | -32.3% | -64.0% |
| 3Y | -80.6% | +6.1% | -86.7% | -76.9% |
| All | -80.6% | +5.5% | -86.1% | -76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling