-80.6%
TTD vs ROST
+111.1%
-191.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | +1.7% | +0.2% | +1.5% | +1.6% |
| 30D | +1.6% | -10.0% | +11.6% | +8.8% |
| 3M | -27.8% | +1.2% | -29.1% | -29.1% |
| 6M | -52.1% | +8.9% | -61.1% | -55.7% |
| YTD | -63.1% | +28.1% | -91.1% | -69.9% |
| 1Y | -73.1% | +53.0% | -126.0% | -80.9% |
| 3Y | -83.3% | +97.9% | -181.1% | -90.7% |
| 5Y | -80.6% | +112.0% | -192.6% | -91.3% |
| All | -80.6% | +111.1% | -191.7% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling