+420.9%
TTD vs ROST
+302.4%
+118.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.7% |
| 7D | +21.3% | +0.3% | +21.0% | +21.3% |
| 30D | +28.7% | +0.5% | +28.3% | +28.5% |
| 3M | +7.7% | -5.2% | +12.9% | +11.0% |
| 6M | -23.5% | +9.8% | -33.3% | -28.5% |
| YTD | -58.7% | +29.4% | -88.1% | -65.3% |
| 1Y | -63.4% | +44.4% | -107.8% | -71.4% |
| 3Y | -75.3% | +95.0% | -170.3% | -84.3% |
| 5Y | -84.4% | +111.9% | -196.2% | -90.7% |
| 10Y | +516.1% | +301.2% | +214.9% | +159.0% |
| All | +420.9% | +302.4% | +118.6% | +120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling