+132.4%
ROST vs TLN
+710.8%
-578.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.4% | -2.2% |
| 7D | +0.3% | +11.0% | -10.8% | -0.4% |
| 30D | +0.5% | +4.9% | -4.4% | 0.0% |
| 3M | -5.2% | +4.9% | -10.2% | -5.9% |
| 6M | +9.8% | +7.1% | +2.7% | +8.3% |
| YTD | +29.4% | +0.3% | +29.1% | +27.7% |
| 1Y | +44.4% | +5.9% | +38.4% | +41.5% |
| 3Y | +95.0% | +578.5% | -483.5% | +47.4% |
| All | +132.4% | +710.8% | -578.4% | +76.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling