+16,902.8%
ROST vs TPR
+7,380.8%
+9,522.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.9% | -2.3% | +3.2% | +1.7% |
| 30D | -8.9% | -23.0% | +14.1% | -1.1% |
| 3M | -0.8% | -12.5% | +11.6% | +2.9% |
| 6M | +8.5% | -21.4% | +29.9% | +16.0% |
| YTD | +28.6% | -3.5% | +32.1% | +27.6% |
| 1Y | +52.3% | +17.4% | +35.0% | +40.3% |
| 3Y | +94.8% | +291.3% | -196.4% | +12.7% |
| 5Y | +110.8% | +241.9% | -131.1% | +23.4% |
| 10Y | +304.5% | +322.7% | -18.1% | +93.8% |
| All | +16,902.8% | +7,380.8% | +9,522.0% | +3,340.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling