+70,808.4%
ROST vs THC
+508.9%
+70,299.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +0.9% | -0.7% | +1.6% | +1.0% |
| 30D | -8.9% | +1.3% | -10.2% | -9.1% |
| 3M | -0.8% | +64.2% | -65.1% | -8.3% |
| 6M | +8.5% | +8.3% | +0.2% | +6.5% |
| YTD | +28.6% | +33.4% | -4.8% | +22.0% |
| 1Y | +52.3% | +37.7% | +14.7% | +43.4% |
| 3Y | +94.8% | +236.8% | -141.9% | +56.9% |
| 5Y | +110.8% | +249.3% | -138.5% | +64.4% |
| 10Y | +304.5% | +995.2% | -690.7% | +143.6% |
| All | +70,808.4% | +508.9% | +70,299.5% | +35,740.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling