+302.7%
ROST vs TRMB
+118.7%
+184.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | -2.5% | -5.4% | +2.9% | -0.2% |
| 30D | -10.3% | -2.0% | -8.3% | -9.7% |
| 3M | -2.6% | +12.3% | -14.9% | -7.7% |
| 6M | +6.5% | -17.6% | +24.1% | +14.2% |
| YTD | +25.9% | -27.5% | +53.4% | +41.7% |
| 1Y | +52.3% | -29.1% | +81.4% | +72.3% |
| 3Y | +94.6% | +11.5% | +83.1% | +72.3% |
| 5Y | +111.1% | -39.5% | +150.6% | +142.9% |
| All | +302.7% | +118.7% | +184.0% | +156.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling