+93,070.1%
ROST vs TRMB
+3,381.2%
+89,689.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +0.9% | -2.5% | +3.5% | +1.4% |
| 30D | -8.9% | +1.5% | -10.4% | -9.2% |
| 3M | -0.8% | +6.8% | -7.6% | -2.1% |
| 6M | +8.5% | -14.9% | +23.4% | +11.1% |
| YTD | +28.6% | -24.1% | +52.7% | +34.1% |
| 1Y | +52.3% | -25.4% | +77.7% | +59.1% |
| 3Y | +94.8% | +8.0% | +86.8% | +88.7% |
| 5Y | +110.8% | -37.3% | +148.1% | +122.0% |
| 10Y | +304.5% | +116.8% | +187.7% | +248.9% |
| All | +93,070.1% | +3,381.2% | +89,689.0% | +36,665.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling