+4,257.8%
ROST vs TCOM
+2,658.7%
+1,599.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | +0.2% | -7.6% | +7.8% | +1.3% |
| 30D | -10.0% | -12.2% | +2.2% | -8.4% |
| 3M | +1.2% | -14.2% | +15.4% | +3.2% |
| 6M | +8.9% | -25.0% | +33.9% | +13.0% |
| YTD | +28.1% | -43.7% | +71.7% | +37.5% |
| 1Y | +53.0% | -44.5% | +97.5% | +64.4% |
| 3Y | +97.9% | +13.4% | +84.4% | +87.9% |
| 5Y | +112.0% | +26.5% | +85.5% | +90.2% |
| 10Y | +303.0% | -10.3% | +313.2% | +264.1% |
| All | +4,257.8% | +2,658.7% | +1,599.2% | +2,405.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling