+396.0%
TTD vs ROL
+242.2%
+153.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +2.1% | +13.4% | +14.3% |
| 7D | +19.0% | +7.5% | +11.4% | +14.5% |
| 30D | +23.6% | +21.1% | +2.5% | +11.6% |
| 3M | +8.2% | +3.1% | +5.0% | +6.0% |
| 6M | -35.3% | -27.4% | -7.9% | -23.5% |
| YTD | -60.7% | -34.7% | -25.9% | -51.1% |
| 1Y | -65.3% | -32.9% | -32.3% | -57.6% |
| 3Y | -80.6% | +6.1% | -86.7% | -83.1% |
| 5Y | -84.6% | +16.3% | -101.0% | -87.8% |
| 10Y | +550.5% | +214.9% | +335.7% | +250.8% |
| All | +396.0% | +242.2% | +153.8% | +181.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling