+111.1%
ROST vs TRI
-11.1%
+122.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | -2.5% | -14.4% | +11.9% | 0.0% |
| 30D | -10.3% | -8.1% | -2.2% | -9.2% |
| 3M | -2.6% | +17.5% | -20.1% | -6.2% |
| 6M | +6.5% | -5.0% | +11.5% | +7.0% |
| YTD | +25.9% | -24.7% | +50.6% | +36.5% |
| 1Y | +52.3% | -41.5% | +93.8% | +81.4% |
| 3Y | +94.6% | -20.3% | +114.9% | +85.7% |
| 5Y | +111.1% | -10.9% | +122.0% | +78.2% |
| All | +111.1% | -11.1% | +122.3% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling