+100.7%
ROST vs TDG
+52.1%
+48.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +2.1% |
| 7D | +0.2% | -1.9% | +2.1% | +0.6% |
| 30D | -6.9% | -7.7% | +0.8% | -5.5% |
| 3M | -3.3% | -9.3% | +6.0% | -1.7% |
| 6M | +9.0% | -9.4% | +18.4% | +10.5% |
| YTD | +28.9% | -14.3% | +43.1% | +31.5% |
| 1Y | +54.0% | -11.8% | +65.8% | +56.1% |
| 3Y | +100.7% | +52.0% | +48.7% | +72.7% |
| All | +100.7% | +52.1% | +48.6% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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