+54.0%
ROST vs TSN
-1.7%
+55.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.3% |
| 7D | +0.2% | +3.0% | -2.8% | 0.0% |
| 30D | -6.9% | -4.2% | -2.7% | -6.6% |
| 3M | -3.3% | -3.9% | +0.6% | -3.0% |
| 6M | +9.0% | -9.8% | +18.9% | +9.7% |
| YTD | +28.9% | -7.3% | +36.1% | +28.4% |
| 1Y | +54.0% | -2.2% | +56.2% | +49.7% |
| All | +54.0% | -1.7% | +55.6% | +49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling