+99.5%
ROST vs TAP
-24.9%
+124.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.7% | +2.8% |
| 7D | +2.8% | -7.8% | +10.6% | +4.5% |
| 30D | +6.6% | +7.1% | -0.6% | +5.1% |
| 3M | -7.0% | -7.0% | +0.1% | -5.7% |
| 6M | +5.4% | -3.8% | +9.2% | +6.0% |
| YTD | +32.4% | -11.7% | +44.1% | +34.3% |
| 1Y | +48.4% | -10.1% | +58.5% | +49.9% |
| 3Y | +99.5% | -23.7% | +123.2% | +98.0% |
| All | +99.5% | -24.9% | +124.3% | +98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling