+2,698.8%
ROST vs TMF
-69.2%
+2,768.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +1.2% | +1.2% | 0.0% | +1.3% |
| 30D | +2.5% | +19.7% | -17.3% | +4.2% |
| 3M | -9.0% | -2.1% | -6.9% | -9.1% |
| 6M | +1.3% | -13.4% | +14.8% | +0.1% |
| YTD | +29.1% | -16.7% | +45.8% | +27.1% |
| 1Y | +45.4% | -23.3% | +68.8% | +42.1% |
| 3Y | +94.9% | -24.8% | +119.7% | +93.0% |
| 5Y | +104.0% | -88.0% | +192.0% | +63.3% |
| 10Y | +314.8% | -84.7% | +399.5% | +264.0% |
| All | +2,698.8% | -69.2% | +2,768.0% | +2,892.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling