+100.7%
ROST vs TDY
+46.9%
+53.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +2.0% |
| 7D | +0.2% | -1.1% | +1.3% | +0.5% |
| 30D | -6.9% | -12.0% | +5.2% | -3.9% |
| 3M | -3.3% | -3.2% | -0.1% | -2.7% |
| 6M | +9.0% | -7.9% | +16.9% | +10.8% |
| YTD | +28.9% | +18.2% | +10.6% | +21.8% |
| 1Y | +54.0% | +6.7% | +47.3% | +49.5% |
| 3Y | +100.7% | +47.5% | +53.2% | +73.9% |
| All | +100.7% | +46.9% | +53.8% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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