+52.7%
ROST vs TSEM
+79.9%
-27.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -8.7% | +14.9% | +6.2% |
| 7D | +7.8% | -23.1% | +30.9% | +8.3% |
| 30D | +8.6% | -40.4% | +48.9% | +9.7% |
| 3M | -1.9% | -37.9% | +35.9% | -1.2% |
| 6M | +9.1% | -30.8% | +40.0% | +9.0% |
| YTD | +37.2% | +26.7% | +10.5% | +31.3% |
| 1Y | +52.7% | +80.5% | -27.7% | +43.2% |
| All | +52.7% | +79.9% | -27.1% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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