+312.1%
ROST vs TSN
-4.9%
+317.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.0% |
| 7D | +0.2% | +3.0% | -2.8% | -0.8% |
| 30D | -6.9% | -4.2% | -2.7% | -5.7% |
| 3M | -3.3% | -3.9% | +0.6% | -2.5% |
| 6M | +9.0% | -9.8% | +18.9% | +11.7% |
| YTD | +28.9% | -7.3% | +36.1% | +30.4% |
| 1Y | +54.0% | -2.2% | +56.2% | +52.6% |
| 3Y | +100.7% | +11.9% | +88.8% | +85.6% |
| 5Y | +116.0% | -16.9% | +133.0% | +119.4% |
| All | +312.1% | -4.9% | +317.0% | +271.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling