+95.0%
ROST vs TPR
+403.8%
-308.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.2% | -2.3% |
| 7D | +0.3% | -0.3% | +0.5% | +0.3% |
| 30D | +0.5% | +15.1% | -14.6% | -2.9% |
| 3M | -5.2% | +3.5% | -8.8% | -6.3% |
| 6M | +9.8% | +0.4% | +9.4% | +8.7% |
| YTD | +29.4% | +4.6% | +24.8% | +26.1% |
| 1Y | +44.4% | +33.1% | +11.3% | +32.7% |
| 3Y | +95.0% | +396.0% | -301.0% | +27.2% |
| All | +95.0% | +403.8% | -308.8% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling