+52.7%
ROST vs TRMB
-31.2%
+84.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -17.3% | +23.4% | +7.3% |
| 7D | +7.8% | -15.7% | +23.5% | +8.6% |
| 30D | +8.6% | -7.8% | +16.3% | +7.5% |
| 3M | -1.9% | -9.3% | +7.4% | -2.7% |
| 6M | +9.1% | -20.8% | +30.0% | +11.5% |
| YTD | +37.2% | -30.8% | +68.0% | +44.5% |
| 1Y | +52.7% | -31.0% | +83.7% | +60.3% |
| All | +52.7% | -31.2% | +84.0% | +60.3% |
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