+112.0%
ROST vs TSN
-14.8%
+126.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | +0.3% | -1.4% | +1.7% | +0.6% |
| 30D | +0.5% | +8.5% | -8.0% | -1.2% |
| 3M | -5.2% | +5.3% | -10.5% | -6.3% |
| 6M | +9.8% | -10.5% | +20.3% | +12.3% |
| YTD | +29.4% | +3.0% | +26.4% | +27.5% |
| 1Y | +44.4% | +12.1% | +32.2% | +39.1% |
| 3Y | +95.0% | +43.1% | +51.9% | +71.9% |
| All | +112.0% | -14.8% | +126.8% | +114.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling