+131.8%
ROST vs TLN
+630.2%
-498.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.1% | -8.8% | -2.2% |
| 7D | +1.2% | -1.3% | +2.5% | +1.2% |
| 30D | +2.5% | -10.5% | +13.0% | +3.1% |
| 3M | -9.0% | +0.1% | -9.1% | -9.4% |
| 6M | +1.3% | -17.4% | +18.7% | +2.1% |
| YTD | +29.1% | -9.7% | +38.7% | +28.2% |
| 1Y | +45.4% | -12.3% | +57.7% | +44.7% |
| 3Y | +94.9% | +528.3% | -433.4% | +47.8% |
| All | +131.8% | +630.2% | -498.4% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling