+2,688.6%
ROST vs TMF
-68.9%
+2,757.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +0.9% | -1.4% | +2.4% | +0.8% |
| 30D | -8.9% | -2.8% | -6.1% | -9.1% |
| 3M | -0.8% | -10.9% | +10.1% | -1.8% |
| 6M | +8.5% | -21.3% | +29.8% | +6.2% |
| YTD | +28.6% | -15.9% | +44.5% | +26.7% |
| 1Y | +52.3% | -15.7% | +68.1% | +50.3% |
| 3Y | +94.8% | -43.4% | +138.2% | +87.2% |
| 5Y | +110.8% | -87.8% | +198.5% | +69.5% |
| 10Y | +304.5% | -86.7% | +391.3% | +248.8% |
| All | +2,688.6% | -68.9% | +2,757.5% | +2,884.2% |
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