+52.3%
ROST vs TRMB
-24.7%
+77.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +0.9% | -2.5% | +3.5% | +1.5% |
| 30D | -8.9% | +1.5% | -10.4% | -9.3% |
| 3M | -0.8% | +6.8% | -7.6% | -2.5% |
| 6M | +8.5% | -14.9% | +23.4% | +11.8% |
| YTD | +28.6% | -24.1% | +52.7% | +36.8% |
| 1Y | +52.3% | -25.4% | +77.7% | +60.4% |
| All | +52.3% | -24.7% | +77.0% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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