+508.5%
TTD vs ROP
+185.2%
+323.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +0.9% | +1.0% |
| 7D | +21.3% | +0.7% | +20.6% | +20.4% |
| 30D | +28.7% | +28.8% | -0.1% | +1.6% |
| 3M | +7.7% | +21.1% | -13.4% | -10.3% |
| 6M | -23.5% | +52.5% | -76.0% | -49.0% |
| YTD | -58.7% | +8.9% | -67.6% | -62.6% |
| 1Y | -63.4% | +8.2% | -71.7% | -66.7% |
| 3Y | -75.3% | -5.2% | -70.1% | -75.0% |
| 5Y | -84.4% | +1.7% | -86.1% | -85.0% |
| All | +508.5% | +185.2% | +323.3% | +186.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling