+305.2%
ROST vs TPR
+391.0%
-85.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.4% |
| 7D | +1.2% | +14.2% | -13.0% | -3.6% |
| 30D | +2.5% | +17.1% | -14.6% | -3.3% |
| 3M | -9.0% | -17.7% | +8.8% | -3.5% |
| 6M | +1.3% | -10.2% | +11.5% | +3.4% |
| YTD | +29.1% | +4.9% | +24.1% | +23.7% |
| 1Y | +45.4% | +36.1% | +9.3% | +26.5% |
| 3Y | +94.9% | +416.5% | -321.6% | -3.0% |
| 5Y | +104.0% | +254.8% | -150.8% | +12.5% |
| All | +305.2% | +391.0% | -85.9% | +73.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling