+93,650.8%
ROST vs TRMB
+3,157.0%
+90,493.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | +0.3% | +2.8% | -2.6% | -0.2% |
| 30D | +0.5% | -5.9% | +6.3% | +1.0% |
| 3M | -5.2% | -3.3% | -1.9% | -5.3% |
| 6M | +9.8% | +1.3% | +8.5% | +8.6% |
| YTD | +29.4% | -29.0% | +58.4% | +35.6% |
| 1Y | +44.4% | -27.8% | +72.1% | +50.8% |
| 3Y | +95.0% | +36.3% | +58.7% | +80.9% |
| 5Y | +111.9% | -35.8% | +147.7% | +121.2% |
| 10Y | +301.2% | +103.1% | +198.2% | +248.0% |
| All | +93,650.8% | +3,157.0% | +90,493.9% | +37,091.0% |
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