+4,581.4%
ROST vs TNA
+990.0%
+3,591.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | +0.2% | +4.1% | -3.8% | -0.7% |
| 30D | -10.0% | -7.6% | -2.3% | -8.4% |
| 3M | +1.2% | +8.1% | -6.9% | -1.2% |
| 6M | +8.9% | +49.0% | -40.1% | -2.3% |
| YTD | +28.1% | +51.7% | -23.7% | +13.6% |
| 1Y | +53.0% | +59.6% | -6.7% | +32.7% |
| 3Y | +97.9% | +118.9% | -21.0% | +44.8% |
| 5Y | +112.0% | -19.2% | +131.2% | +80.8% |
| 10Y | +303.0% | +77.2% | +225.7% | +138.5% |
| All | +4,581.4% | +990.0% | +3,591.4% | +1,222.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling