+316.4%
ROST vs TAP
-48.8%
+365.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +3.2% | -4.5% | +7.7% | +4.8% |
| 30D | +7.4% | +7.5% | 0.0% | +4.6% |
| 3M | -6.1% | -4.9% | -1.2% | -4.8% |
| 6M | +6.2% | -3.5% | +9.7% | +6.9% |
| YTD | +33.4% | -11.4% | +44.9% | +37.1% |
| 1Y | +48.8% | -10.8% | +59.6% | +52.4% |
| 3Y | +99.5% | -24.5% | +124.0% | +112.6% |
| 5Y | +112.7% | +2.5% | +110.2% | +97.0% |
| 10Y | +316.4% | -47.6% | +364.0% | +305.1% |
| All | +316.4% | -48.8% | +365.3% | +305.1% |
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