+57.9%
ROST vs TEM
+46.9%
+11.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.3% |
| 7D | -2.5% | -9.2% | +6.7% | -2.1% |
| 30D | -10.3% | +5.5% | -15.8% | -10.6% |
| 3M | -2.6% | +18.7% | -21.3% | -3.7% |
| 6M | +6.5% | +15.4% | -8.9% | +5.1% |
| YTD | +25.9% | -0.5% | +26.4% | +24.9% |
| 1Y | +52.3% | -24.8% | +77.2% | +52.8% |
| All | +57.9% | +46.9% | +11.1% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 10y: compounded portfolio wealth divided by compounded TEM 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…
10y analysis · Full analysis span regression · 6 months rolling