+52.3%
ROST vs TSEM
+259.4%
-207.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.8% | -8.3% | -0.7% |
| 7D | +0.9% | +6.9% | -6.0% | +0.7% |
| 30D | -8.9% | +5.3% | -14.2% | -9.1% |
| 3M | -0.8% | -14.9% | +14.1% | -0.4% |
| 6M | +8.5% | +80.0% | -71.5% | +2.4% |
| YTD | +28.6% | +89.4% | -60.8% | +20.7% |
| 1Y | +52.3% | +253.1% | -200.8% | +35.2% |
| All | +52.3% | +259.4% | -207.0% | +35.2% |
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