-84.6%
TTD vs ROL
+16.0%
-100.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.1% | +13.4% | +14.6% |
| 7D | +19.0% | +7.5% | +11.4% | +15.7% |
| 30D | +23.6% | +21.1% | +2.5% | +14.9% |
| 3M | +8.2% | +3.1% | +5.0% | +6.6% |
| 6M | -35.3% | -27.4% | -7.9% | -26.8% |
| YTD | -60.7% | -34.7% | -25.9% | -53.8% |
| 1Y | -65.3% | -32.9% | -32.3% | -59.8% |
| 3Y | -80.6% | +6.1% | -86.7% | -83.3% |
| 5Y | -84.6% | +16.3% | -101.0% | -88.6% |
| All | -84.6% | +16.0% | -100.6% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling