-73.5%
TTD vs ROST
+51.1%
-124.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.6% |
| 7D | -4.6% | -2.2% | -2.4% | -4.1% |
| 30D | +3.7% | -11.4% | +15.1% | +6.4% |
| 3M | -30.2% | -1.6% | -28.6% | -29.9% |
| 6M | -51.4% | +6.8% | -58.2% | -52.0% |
| YTD | -63.4% | +25.8% | -89.2% | -65.5% |
| 1Y | -73.5% | +52.4% | -125.9% | -76.0% |
| All | -73.5% | +51.1% | -124.6% | -76.0% |
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