+303.0%
ROST vs TT
+899.5%
-596.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +0.2% | +1.6% | -1.3% | -0.6% |
| 30D | -10.0% | -7.3% | -2.7% | -6.5% |
| 3M | +1.2% | -2.6% | +3.8% | +1.5% |
| 6M | +8.9% | +5.9% | +3.1% | +3.9% |
| YTD | +28.1% | +15.4% | +12.7% | +15.9% |
| 1Y | +53.0% | +8.2% | +44.7% | +42.6% |
| 3Y | +97.9% | +122.7% | -24.8% | +15.9% |
| 5Y | +112.0% | +145.0% | -33.0% | +13.9% |
| 10Y | +303.0% | +893.7% | -590.8% | +6.9% |
| All | +303.0% | +899.5% | -596.6% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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