+308.5%
ROST vs THC
+1,002.8%
-694.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.6% | -2.6% |
| 7D | -2.2% | +4.1% | -6.3% | -3.1% |
| 30D | -11.4% | +3.5% | -14.9% | -12.1% |
| 3M | -1.6% | +61.7% | -63.4% | -11.8% |
| 6M | +6.8% | +11.8% | -5.0% | +3.3% |
| YTD | +25.8% | +35.4% | -9.6% | +16.2% |
| 1Y | +52.4% | +37.0% | +15.4% | +39.8% |
| 3Y | +94.4% | +260.1% | -165.7% | +38.6% |
| 5Y | +108.2% | +262.6% | -154.4% | +42.0% |
| 10Y | +308.5% | +1,039.2% | -730.7% | +89.6% |
| All | +308.5% | +1,002.8% | -694.3% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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