+301.5%
ROST vs TAP
-46.0%
+347.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.6% | -3.4% |
| 7D | +0.3% | +1.3% | -1.0% | -0.2% |
| 30D | +0.5% | +5.7% | -5.2% | -1.6% |
| 3M | -5.2% | -1.9% | -3.3% | -5.0% |
| 6M | +9.8% | +0.9% | +8.9% | +8.8% |
| YTD | +29.4% | -9.5% | +38.9% | +31.9% |
| 1Y | +44.4% | -9.0% | +53.3% | +46.8% |
| 3Y | +95.0% | -22.2% | +117.2% | +105.5% |
| 5Y | +111.9% | +1.2% | +110.6% | +97.4% |
| All | +301.5% | -46.0% | +347.5% | +287.4% |
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