+53.0%
ROST vs TPR
+12.7%
+40.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.4% |
| 7D | +0.2% | -3.4% | +3.6% | +1.0% |
| 30D | -10.0% | -27.3% | +17.3% | -3.7% |
| 3M | +1.2% | -16.2% | +17.5% | +4.6% |
| 6M | +8.9% | -17.9% | +26.8% | +12.7% |
| YTD | +28.1% | -7.1% | +35.2% | +29.5% |
| 1Y | +53.0% | +13.6% | +39.3% | +49.2% |
| All | +53.0% | +12.7% | +40.3% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TPR 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling