+53.0%
ROST vs TMF
-21.2%
+74.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.2% | +1.0% | -0.8% | +0.1% |
| 30D | -10.0% | -1.8% | -8.1% | -9.7% |
| 3M | +1.2% | -8.2% | +9.5% | +2.0% |
| 6M | +8.9% | -19.5% | +28.4% | +11.2% |
| YTD | +28.1% | -16.0% | +44.0% | +30.3% |
| 1Y | +53.0% | -22.5% | +75.5% | +57.7% |
| All | +53.0% | -21.2% | +74.1% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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