+12,909.4%
ROST vs TDY
+6,969.6%
+5,939.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -2.5% | -1.9% | -0.6% | -2.0% |
| 30D | -10.3% | -12.5% | +2.2% | -6.9% |
| 3M | -2.6% | -0.8% | -1.8% | -2.6% |
| 6M | +6.5% | -9.0% | +15.5% | +8.9% |
| YTD | +25.9% | +16.8% | +9.1% | +19.7% |
| 1Y | +52.3% | +9.5% | +42.9% | +47.2% |
| 3Y | +94.6% | +45.4% | +49.1% | +72.0% |
| 5Y | +111.1% | +37.8% | +73.3% | +89.1% |
| 10Y | +308.9% | +470.2% | -161.3% | +162.4% |
| All | +12,909.4% | +6,969.6% | +5,939.8% | +5,256.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling