+3,830.5%
ROST vs TDG
+12,839.7%
-9,009.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.1% |
| 7D | -2.2% | -2.4% | +0.2% | -1.3% |
| 30D | -11.4% | -8.0% | -3.4% | -8.5% |
| 3M | -1.6% | -10.5% | +8.8% | +2.3% |
| 6M | +6.8% | -11.9% | +18.7% | +11.3% |
| YTD | +25.8% | -15.4% | +41.2% | +32.5% |
| 1Y | +52.4% | -14.2% | +66.6% | +59.2% |
| 3Y | +94.4% | +51.0% | +43.3% | +57.2% |
| 5Y | +108.2% | +126.5% | -18.2% | +41.4% |
| 10Y | +308.5% | +535.6% | -227.1% | +84.2% |
| All | +3,830.5% | +12,839.7% | -9,009.2% | +504.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling