-72.2%
TTD vs ROP
-21.5%
-50.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.6% | -0.8% | -2.0% |
| 7D | +6.3% | -4.4% | +10.8% | +9.6% |
| 30D | -23.9% | +3.2% | -27.1% | -25.7% |
| 3M | -31.4% | +23.1% | -54.4% | -41.1% |
| 6M | -42.7% | +13.3% | -56.0% | -48.1% |
| YTD | -62.0% | -7.9% | -54.1% | -62.9% |
| 1Y | -72.2% | -22.1% | -50.2% | -70.7% |
| All | -72.2% | -21.5% | -50.8% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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