+379.4%
TTD vs ROL
+216.8%
+162.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.6% |
| 7D | +6.3% | -1.4% | +7.8% | +7.1% |
| 30D | -23.9% | -4.1% | -19.8% | -22.5% |
| 3M | -31.4% | -22.5% | -8.9% | -21.7% |
| 6M | -42.7% | -37.7% | -5.0% | -26.3% |
| YTD | -62.0% | -39.6% | -22.4% | -50.6% |
| 1Y | -72.2% | -36.0% | -36.2% | -65.3% |
| 3Y | -81.9% | -5.1% | -76.8% | -83.4% |
| 5Y | -81.5% | -3.4% | -78.2% | -83.7% |
| All | +379.4% | +216.8% | +162.6% | +183.9% |
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 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