+112.0%
ROST vs TMF
-87.6%
+199.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.2% | +1.0% | -0.8% | +0.2% |
| 30D | -10.0% | -1.8% | -8.1% | -9.9% |
| 3M | +1.2% | -8.2% | +9.5% | +1.5% |
| 6M | +8.9% | -19.5% | +28.4% | +9.6% |
| YTD | +28.1% | -16.0% | +44.0% | +28.7% |
| 1Y | +53.0% | -22.5% | +75.5% | +54.0% |
| 3Y | +97.9% | -42.3% | +140.1% | +99.1% |
| 5Y | +112.0% | -87.7% | +199.7% | +88.7% |
| All | +112.0% | -87.6% | +199.6% | +88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling