-72.0%
TTD vs ROST
+54.7%
-126.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.1% | -3.2% | +1.3% |
| 7D | +3.7% | +7.8% | -4.1% | +1.7% |
| 30D | +10.4% | +8.6% | +1.9% | +8.1% |
| 3M | -31.6% | -1.9% | -29.7% | -31.5% |
| 6M | -45.1% | +9.1% | -54.3% | -46.4% |
| YTD | -65.1% | +37.2% | -102.4% | -68.3% |
| 1Y | -72.0% | +52.7% | -124.7% | -76.3% |
| All | -72.0% | +54.7% | -126.7% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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