+312.1%
ROST vs TRGP
+863.3%
-551.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.5% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -6.9% | +8.0% | -14.9% | -8.7% |
| 3M | -3.3% | +8.3% | -11.6% | -5.6% |
| 6M | +9.0% | +23.9% | -14.9% | +2.6% |
| YTD | +28.9% | +59.6% | -30.8% | +13.5% |
| 1Y | +54.0% | +79.4% | -25.5% | +31.2% |
| 3Y | +100.7% | +269.4% | -168.7% | +38.4% |
| 5Y | +116.0% | +641.6% | -525.6% | +21.7% |
| All | +312.1% | +863.3% | -551.2% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling