+302.2%
ROST vs TPR
+305.2%
-3.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | +0.7% |
| 7D | 0.0% | -3.4% | +3.4% | +1.2% |
| 30D | -10.2% | -27.3% | +17.2% | -0.2% |
| 3M | +1.0% | -16.2% | +17.3% | +6.5% |
| 6M | +8.7% | -17.9% | +26.6% | +14.7% |
| YTD | +27.8% | -7.1% | +34.9% | +28.3% |
| 1Y | +52.7% | +13.6% | +39.0% | +41.4% |
| 3Y | +97.5% | +293.7% | -196.3% | +9.1% |
| 5Y | +111.6% | +239.1% | -127.5% | +18.7% |
| 10Y | +302.2% | +311.2% | -9.0% | +82.5% |
| All | +302.2% | +305.2% | -3.0% | +82.5% |
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