+72,554.0%
ROST vs TSEM
-21.0%
+72,575.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.0% | -1.6% |
| 7D | +0.9% | +20.5% | -19.7% | -0.5% |
| 30D | +5.1% | -29.0% | +34.1% | +7.2% |
| 3M | -4.3% | -39.4% | +35.1% | -1.6% |
| 6M | +9.4% | -28.5% | +37.9% | +10.0% |
| YTD | +32.5% | +34.4% | -1.9% | +26.4% |
| 1Y | +46.9% | +48.3% | -1.4% | +39.0% |
| 3Y | +98.1% | +543.5% | -445.4% | +67.1% |
| 5Y | +116.9% | +331.4% | -214.5% | +87.0% |
| 10Y | +310.9% | +881.1% | -570.2% | +232.5% |
| All | +72,554.0% | -21.0% | +72,575.0% | +57,278.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling