-83.3%
TTD vs ROST
+97.5%
-180.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | +1.7% | 0.0% | +1.7% | +1.8% |
| 30D | +1.6% | -10.2% | +11.7% | +6.5% |
| 3M | -27.8% | +1.0% | -28.9% | -28.5% |
| 6M | -52.1% | +8.7% | -60.9% | -54.4% |
| YTD | -63.1% | +27.8% | -90.9% | -67.9% |
| 1Y | -73.1% | +52.7% | -125.7% | -78.9% |
| 3Y | -83.3% | +97.5% | -180.8% | -89.5% |
| All | -83.3% | +97.5% | -180.8% | -89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling