+62.3%
ROST vs TEM
+79.0%
-16.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.7% | +3.3% | -2.1% |
| 7D | +0.3% | -5.9% | +6.1% | +0.5% |
| 30D | +0.5% | +4.8% | -4.3% | +0.2% |
| 3M | -5.2% | +31.9% | -37.1% | -6.7% |
| 6M | +9.8% | +56.0% | -46.2% | +6.9% |
| YTD | +29.4% | +21.3% | +8.1% | +27.0% |
| 1Y | +44.4% | +5.4% | +39.0% | +42.6% |
| All | +62.3% | +79.0% | -16.7% | +52.6% |
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