+105.8%
ROST vs TPR
+253.5%
-147.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.4% |
| 7D | +1.2% | +14.2% | -13.0% | -3.1% |
| 30D | +2.5% | +17.1% | -14.6% | -2.7% |
| 3M | -9.0% | -17.7% | +8.8% | -4.1% |
| 6M | +1.3% | -10.2% | +11.5% | +3.3% |
| YTD | +29.1% | +4.9% | +24.1% | +24.2% |
| 1Y | +45.4% | +36.1% | +9.3% | +28.0% |
| 3Y | +94.9% | +416.5% | -321.6% | -2.2% |
| All | +105.8% | +253.5% | -147.8% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling