+54.0%
ROST vs TRI
-40.4%
+94.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +2.3% |
| 7D | +0.2% | -7.9% | +8.1% | +0.2% |
| 30D | -6.9% | -4.5% | -2.4% | -6.8% |
| 3M | -3.3% | +22.1% | -25.4% | -2.6% |
| 6M | +9.0% | -2.8% | +11.8% | +10.0% |
| YTD | +28.9% | -23.4% | +52.3% | +36.4% |
| 1Y | +54.0% | -41.5% | +95.5% | +61.9% |
| All | +54.0% | -40.4% | +94.3% | +61.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling