+312.1%
ROST vs TRI
+196.2%
+115.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.8% |
| 7D | +0.2% | -7.9% | +8.1% | +2.8% |
| 30D | -6.9% | -4.5% | -2.4% | -5.9% |
| 3M | -3.3% | +22.1% | -25.4% | -11.5% |
| 6M | +9.0% | -2.8% | +11.8% | +7.4% |
| YTD | +28.9% | -23.4% | +52.3% | +39.7% |
| 1Y | +54.0% | -41.5% | +95.5% | +90.8% |
| 3Y | +100.7% | -19.2% | +119.9% | +97.0% |
| 5Y | +116.0% | -9.4% | +125.4% | +94.1% |
| All | +312.1% | +196.2% | +115.9% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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