+206.1%
ROST vs TSLQ
-97.3%
+303.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -2.2% | -8.0% | +5.8% | -2.6% |
| 30D | -11.4% | -23.8% | +12.4% | -12.6% |
| 3M | -1.6% | -7.0% | +5.4% | -1.1% |
| 6M | +6.8% | -17.1% | +23.9% | +7.3% |
| YTD | +25.8% | +0.1% | +25.8% | +28.2% |
| 1Y | +52.4% | -51.2% | +103.6% | +49.7% |
| 3Y | +94.4% | -95.9% | +190.3% | +77.9% |
| All | +206.1% | -97.3% | +303.3% | +204.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling