+206.4%
ROST vs TSLQ
-97.2%
+303.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | +0.2% |
| 7D | -2.5% | +5.7% | -8.2% | -2.1% |
| 30D | -10.3% | -21.1% | +10.8% | -11.3% |
| 3M | -2.6% | -11.5% | +8.9% | -2.4% |
| 6M | +6.5% | -14.9% | +21.4% | +7.1% |
| YTD | +25.9% | +2.4% | +23.5% | +28.5% |
| 1Y | +52.3% | -49.8% | +102.1% | +49.9% |
| 3Y | +94.6% | -95.8% | +190.4% | +78.3% |
| All | +206.4% | -97.2% | +303.6% | +204.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 5y: compounded portfolio wealth divided by compounded TSLQ 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…
5y analysis · Full analysis span regression · 6 months rolling