+96.6%
ROST vs TPR
+292.1%
-195.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.9% | -2.3% | +3.2% | +1.5% |
| 30D | -8.9% | -23.0% | +14.1% | -3.4% |
| 3M | -0.8% | -12.5% | +11.6% | +1.8% |
| 6M | +8.5% | -21.4% | +29.9% | +13.7% |
| YTD | +28.6% | -3.5% | +32.1% | +28.0% |
| 1Y | +52.3% | +17.4% | +35.0% | +43.8% |
| All | +96.6% | +292.1% | -195.5% | +33.2% |
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