+1,558.3%
ROST vs TRGP
+2,231.3%
-673.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +0.9% | +0.8% | +0.2% | +0.8% |
| 30D | -8.9% | +11.5% | -20.4% | -10.9% |
| 3M | -0.8% | +9.0% | -9.8% | -2.8% |
| 6M | +8.5% | +20.5% | -12.0% | +3.9% |
| YTD | +28.6% | +59.5% | -30.9% | +16.4% |
| 1Y | +52.3% | +77.9% | -25.6% | +34.5% |
| 3Y | +94.8% | +253.6% | -158.7% | +47.3% |
| 5Y | +110.8% | +615.5% | -504.7% | +36.7% |
| 10Y | +304.5% | +897.1% | -592.6% | +106.2% |
| All | +1,558.3% | +2,231.3% | -673.0% | +576.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling