+365.8%
TTD vs ROP
+138.8%
+227.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | 0.0% | -0.3% |
| 7D | +1.7% | -5.4% | +7.2% | +7.0% |
| 30D | +1.6% | -1.6% | +3.2% | +3.1% |
| 3M | -27.8% | +18.8% | -46.7% | -39.2% |
| 6M | -52.1% | +8.2% | -60.3% | -55.8% |
| YTD | -63.1% | -10.5% | -52.6% | -59.7% |
| 1Y | -73.1% | -23.7% | -49.3% | -66.1% |
| 3Y | -83.3% | -17.9% | -65.4% | -80.6% |
| 5Y | -80.6% | -15.3% | -65.3% | -77.8% |
| All | +365.8% | +138.8% | +227.0% | +165.9% |
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