+120.7%
ROST vs TRMB
-34.2%
+154.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | 0.0% |
| 7D | -1.8% | +4.1% | -5.9% | -3.0% |
| 30D | +6.8% | -5.1% | +11.9% | +7.0% |
| 3M | -4.0% | -2.6% | -1.4% | -4.9% |
| 6M | +12.9% | -2.7% | +15.6% | +11.4% |
| YTD | +34.7% | -27.9% | +62.7% | +46.6% |
| 1Y | +49.5% | -29.0% | +78.5% | +63.2% |
| 3Y | +101.5% | +35.0% | +66.5% | +64.8% |
| 5Y | +120.7% | -33.9% | +154.6% | +143.3% |
| All | +120.7% | -34.2% | +154.9% | +143.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling