+302.7%
ROST vs TAP
-50.5%
+353.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.5% | -5.3% | +2.8% | -0.7% |
| 30D | -10.3% | -7.4% | -2.9% | -8.0% |
| 3M | -2.6% | -4.9% | +2.3% | -1.2% |
| 6M | +6.5% | -14.2% | +20.7% | +11.5% |
| YTD | +25.9% | -14.8% | +40.8% | +31.4% |
| 1Y | +52.3% | -18.1% | +70.4% | +60.8% |
| 3Y | +94.6% | -32.7% | +127.3% | +116.3% |
| 5Y | +111.1% | -0.5% | +111.6% | +97.8% |
| All | +302.7% | -50.5% | +353.2% | +303.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling