+301.5%
ROST vs TSN
+14.5%
+287.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | +0.3% | -1.4% | +1.7% | +0.8% |
| 30D | +0.5% | +8.5% | -8.0% | -2.2% |
| 3M | -5.2% | +5.3% | -10.5% | -7.0% |
| 6M | +9.8% | -10.5% | +20.3% | +13.3% |
| YTD | +29.4% | +3.0% | +26.4% | +26.4% |
| 1Y | +44.4% | +12.1% | +32.2% | +36.6% |
| 3Y | +95.0% | +43.1% | +51.9% | +64.6% |
| 5Y | +111.9% | -15.1% | +126.9% | +115.0% |
| All | +301.5% | +14.5% | +287.0% | +248.6% |
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