+96.1%
ROST vs TECK
+64.4%
+31.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.3% | +6.4% | +0.9% |
| 7D | -2.5% | -4.2% | +1.8% | -2.0% |
| 30D | -10.3% | -0.4% | -9.9% | -10.3% |
| 3M | -2.6% | +10.1% | -12.7% | -4.0% |
| 6M | +6.5% | +26.0% | -19.5% | +2.4% |
| YTD | +25.9% | +38.0% | -12.1% | +19.0% |
| 1Y | +52.3% | +63.8% | -11.4% | +40.2% |
| All | +96.1% | +64.4% | +31.7% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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