+52.3%
ROST vs TLN
-17.2%
+69.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.2% | -0.6% |
| 7D | +0.9% | +7.1% | -6.1% | +0.6% |
| 30D | -8.9% | -3.9% | -5.0% | -8.8% |
| 3M | -0.8% | -16.2% | +15.3% | -0.3% |
| 6M | +8.5% | -5.8% | +14.3% | +8.0% |
| YTD | +28.6% | -15.4% | +44.0% | +28.5% |
| 1Y | +52.3% | -16.7% | +69.0% | +60.5% |
| All | +52.3% | -17.2% | +69.5% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling