+43.9%
ROST vs TPR
+28.3%
+15.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.5% |
| 7D | +1.2% | +14.2% | -13.0% | -2.0% |
| 30D | +2.5% | +17.1% | -14.6% | -1.4% |
| 3M | -9.0% | -17.7% | +8.8% | -5.4% |
| 6M | +1.3% | -10.2% | +11.5% | +2.7% |
| YTD | +29.1% | +4.9% | +24.1% | +27.1% |
| All | +43.9% | +28.3% | +15.6% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling