+114.6%
ROST vs TRGP
+628.1%
-513.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.4% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -6.9% | +8.0% | -14.9% | -8.4% |
| 3M | -3.3% | +8.3% | -11.6% | -5.2% |
| 6M | +9.0% | +23.9% | -14.9% | +3.6% |
| YTD | +28.9% | +59.6% | -30.8% | +15.4% |
| 1Y | +54.0% | +79.4% | -25.5% | +33.8% |
| 3Y | +100.7% | +269.4% | -168.7% | +37.7% |
| All | +114.6% | +628.1% | -513.5% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling