+5,135.7%
ROST vs TRI
+507.2%
+4,628.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.1% |
| 7D | -2.2% | -8.4% | +6.2% | +0.6% |
| 30D | -11.4% | -6.5% | -5.0% | -9.7% |
| 3M | -1.6% | +18.6% | -20.2% | -9.4% |
| 6M | +6.8% | -10.4% | +17.3% | +7.7% |
| YTD | +25.8% | -23.7% | +49.5% | +33.0% |
| 1Y | +52.4% | -42.5% | +94.9% | +80.5% |
| 3Y | +94.4% | -19.3% | +113.7% | +94.4% |
| 5Y | +108.2% | -9.7% | +117.9% | +97.2% |
| 10Y | +308.5% | +194.4% | +114.1% | +139.5% |
| All | +5,135.7% | +507.2% | +4,628.5% | +1,715.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling