+379.4%
TTD vs ROP
+145.8%
+233.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.6% | -0.8% | -1.1% |
| 7D | +6.3% | -4.4% | +10.8% | +10.8% |
| 30D | -23.9% | +3.2% | -27.1% | -26.4% |
| 3M | -31.4% | +23.1% | -54.4% | -44.0% |
| 6M | -42.7% | +13.3% | -56.0% | -49.2% |
| YTD | -62.0% | -7.9% | -54.1% | -59.6% |
| 1Y | -72.2% | -22.1% | -50.2% | -65.7% |
| 3Y | -81.9% | -16.8% | -65.1% | -79.3% |
| 5Y | -81.5% | -13.5% | -68.0% | -79.3% |
| All | +379.4% | +145.8% | +233.6% | +166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling