+126.8%
ROST vs TPG
+71.4%
+55.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.1% |
| 7D | -2.5% | -11.8% | +9.3% | +0.4% |
| 30D | -10.3% | -6.3% | -4.0% | -9.1% |
| 3M | -2.6% | +13.6% | -16.2% | -6.1% |
| 6M | +6.5% | +13.8% | -7.3% | +2.1% |
| YTD | +25.9% | -23.7% | +49.7% | +33.2% |
| 1Y | +52.3% | -18.2% | +70.5% | +57.3% |
| 3Y | +94.6% | +80.1% | +14.4% | +50.7% |
| All | +126.8% | +71.4% | +55.4% | +65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling