+100.7%
ROST vs TRI
-18.9%
+119.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +2.2% |
| 7D | +0.2% | -7.9% | +8.1% | +0.6% |
| 30D | -6.9% | -4.5% | -2.4% | -6.7% |
| 3M | -3.3% | +22.1% | -25.4% | -4.3% |
| 6M | +9.0% | -2.8% | +11.8% | +9.6% |
| YTD | +28.9% | -23.4% | +52.3% | +35.2% |
| 1Y | +54.0% | -41.5% | +95.5% | +69.7% |
| 3Y | +100.7% | -19.2% | +119.9% | +92.7% |
| All | +100.7% | -18.9% | +119.6% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling