+95.0%
ROST vs TMF
-32.2%
+127.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -1.0% | -2.2% |
| 7D | +0.3% | -9.3% | +9.5% | +1.1% |
| 30D | +0.5% | +1.9% | -1.5% | +0.3% |
| 3M | -5.2% | -11.2% | +6.0% | -4.4% |
| 6M | +9.8% | -17.7% | +27.5% | +11.3% |
| YTD | +29.4% | -24.5% | +53.8% | +31.8% |
| 1Y | +44.4% | -29.4% | +73.8% | +47.7% |
| 3Y | +95.0% | -33.4% | +128.4% | +99.5% |
| All | +95.0% | -32.2% | +127.2% | +99.5% |
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