+52.7%
ROST vs TAP
+4.4%
+48.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.0% | +3.1% | +5.6% |
| 7D | +7.8% | +9.9% | -2.1% | +6.0% |
| 30D | +8.6% | +18.1% | -9.6% | +5.3% |
| 3M | -1.9% | +3.2% | -5.1% | -2.6% |
| 6M | +9.1% | +8.4% | +0.7% | +7.8% |
| YTD | +37.2% | -4.4% | +41.7% | +34.6% |
| 1Y | +52.7% | +3.2% | +49.5% | +46.9% |
| All | +52.7% | +4.4% | +48.4% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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