+379.4%
TTD vs ROST
+299.9%
+79.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.1% |
| 7D | +6.3% | +0.9% | +5.4% | +5.8% |
| 30D | -23.9% | -8.9% | -15.0% | -19.8% |
| 3M | -31.4% | -0.8% | -30.6% | -31.5% |
| 6M | -42.7% | +8.5% | -51.2% | -46.1% |
| YTD | -62.0% | +28.6% | -90.6% | -68.0% |
| 1Y | -72.2% | +52.3% | -124.5% | -79.0% |
| 3Y | -81.9% | +94.8% | -176.8% | -88.5% |
| 5Y | -81.5% | +110.8% | -192.3% | -89.0% |
| All | +379.4% | +299.9% | +79.5% | +104.0% |
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 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