+24,858.2%
ROST vs TD
+7,806.2%
+17,052.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | 0.0% | +0.9% | -0.8% | -0.4% |
| 30D | -10.2% | -0.7% | -9.5% | -10.0% |
| 3M | +1.0% | +6.3% | -5.2% | -1.9% |
| 6M | +8.7% | +27.9% | -19.2% | -2.9% |
| YTD | +27.8% | +29.8% | -2.0% | +13.3% |
| 1Y | +52.7% | +63.7% | -11.0% | +22.0% |
| 3Y | +97.5% | +128.3% | -30.9% | +34.1% |
| 5Y | +111.6% | +125.5% | -13.9% | +44.1% |
| 10Y | +302.2% | +296.7% | +5.5% | +117.6% |
| All | +24,858.2% | +7,806.2% | +17,052.0% | +3,896.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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