+6.8%
ROST vs TPG
+20.0%
-13.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.2% | -1.5% |
| 7D | -2.2% | -6.5% | +4.3% | -1.8% |
| 30D | -11.4% | +0.1% | -11.5% | -11.3% |
| 3M | -1.6% | +14.5% | -16.2% | -2.5% |
| 6M | +6.8% | +17.3% | -10.5% | +5.0% |
| All | +6.8% | +20.0% | -13.2% | +5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling