+96.6%
ROST vs TMF
-42.2%
+138.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +0.9% | -1.4% | +2.4% | +1.0% |
| 30D | -8.9% | -2.8% | -6.1% | -8.7% |
| 3M | -0.8% | -10.9% | +10.1% | -0.1% |
| 6M | +8.5% | -21.3% | +29.8% | +10.1% |
| YTD | +28.6% | -15.9% | +44.5% | +29.9% |
| 1Y | +52.3% | -15.7% | +68.1% | +53.8% |
| All | +96.6% | -42.2% | +138.8% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling