+70,520.4%
ROST vs TSN
+907.0%
+69,613.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | +0.2% | -5.0% | +5.3% | +1.4% |
| 30D | -10.0% | -9.1% | -0.9% | -8.0% |
| 3M | +1.2% | -7.4% | +8.6% | +2.8% |
| 6M | +8.9% | -13.4% | +22.3% | +12.0% |
| YTD | +28.1% | -8.5% | +36.6% | +29.7% |
| 1Y | +53.0% | -3.2% | +56.1% | +52.7% |
| 3Y | +97.9% | +11.5% | +86.4% | +88.7% |
| 5Y | +112.0% | -19.5% | +131.5% | +116.5% |
| 10Y | +303.0% | -9.1% | +312.1% | +289.1% |
| All | +70,520.4% | +907.0% | +69,613.4% | +25,369.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling