+312.1%
ROST vs TCOM
-9.8%
+321.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.2% |
| 7D | +0.2% | -4.9% | +5.1% | +1.2% |
| 30D | -6.9% | -14.4% | +7.5% | -4.2% |
| 3M | -3.3% | -17.7% | +14.3% | +0.1% |
| 6M | +9.0% | -25.1% | +34.2% | +14.7% |
| YTD | +28.9% | -45.7% | +74.6% | +43.2% |
| 1Y | +54.0% | -47.9% | +101.8% | +72.2% |
| 3Y | +100.7% | +8.9% | +91.8% | +85.1% |
| 5Y | +116.0% | +26.9% | +89.2% | +80.1% |
| All | +312.1% | -9.8% | +321.9% | +234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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