-30.6%
TTD vs ROP
+39.5%
-70.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -1.0% | +16.5% | +16.1% |
| 7D | +19.0% | -1.6% | +20.6% | +19.9% |
| 30D | +23.6% | +29.5% | -5.9% | +2.6% |
| 3M | +8.2% | +17.5% | -9.4% | -3.7% |
| All | -30.6% | +39.5% | -70.1% | -49.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling