+312.1%
ROST vs TNA
+86.1%
+226.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.3% | +2.0% |
| 7D | +0.2% | -7.3% | +7.5% | +2.2% |
| 30D | -6.9% | -14.2% | +7.3% | -3.1% |
| 3M | -3.3% | -4.6% | +1.2% | -2.7% |
| 6M | +9.0% | +36.9% | -27.9% | -1.9% |
| YTD | +28.9% | +42.5% | -13.7% | +13.7% |
| 1Y | +54.0% | +45.8% | +8.2% | +33.4% |
| 3Y | +100.7% | +104.7% | -3.9% | +39.8% |
| 5Y | +116.0% | -21.7% | +137.7% | +79.8% |
| All | +312.1% | +86.1% | +226.0% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling