+52.7%
ROST vs TPG
+0.9%
+51.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.7% | +2.4% | +5.7% |
| 7D | +7.8% | +12.5% | -4.7% | +6.5% |
| 30D | +8.6% | +12.7% | -4.2% | +7.2% |
| 3M | -1.9% | +3.5% | -5.4% | -2.4% |
| 6M | +9.1% | +14.1% | -5.0% | +7.6% |
| YTD | +37.2% | -18.5% | +55.7% | +41.3% |
| 1Y | +52.7% | -1.8% | +54.5% | +53.9% |
| All | +52.7% | +0.9% | +51.8% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…
1y analysis · Full analysis span regression · 6 months rolling