+96.1%
ROST vs TNA
+99.7%
-3.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.6% |
| 7D | -2.5% | -7.6% | +5.1% | -1.2% |
| 30D | -10.3% | -13.6% | +3.3% | -8.2% |
| 3M | -2.6% | +2.8% | -5.4% | -3.4% |
| 6M | +6.5% | +34.5% | -28.0% | +0.1% |
| YTD | +25.9% | +41.0% | -15.1% | +16.8% |
| 1Y | +52.3% | +52.0% | +0.3% | +38.5% |
| All | +96.1% | +99.7% | -3.6% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling