+74,203.7%
ROST vs TAP
+806.5%
+73,397.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -1.8% | -8.0% | +6.2% | -0.2% |
| 30D | +6.8% | +4.1% | +2.8% | +5.9% |
| 3M | -4.0% | -4.4% | +0.4% | -3.3% |
| 6M | +12.9% | -1.9% | +14.8% | +13.0% |
| YTD | +34.7% | -12.1% | +46.8% | +37.2% |
| 1Y | +49.5% | -12.0% | +61.5% | +52.2% |
| 3Y | +101.5% | -25.0% | +126.5% | +109.7% |
| 5Y | +120.7% | -1.1% | +121.8% | +116.3% |
| 10Y | +317.8% | -47.6% | +365.5% | +342.5% |
| All | +74,203.7% | +806.5% | +73,397.2% | +45,383.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling