+316.4%
ROST vs TT
+744.7%
-428.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +3.2% | +0.8% | +2.4% | +2.7% |
| 30D | +7.4% | -11.8% | +19.2% | +13.8% |
| 3M | -6.1% | -11.6% | +5.5% | -0.8% |
| 6M | +6.2% | -9.3% | +15.5% | +9.5% |
| YTD | +33.4% | +8.9% | +24.6% | +23.3% |
| 1Y | +48.8% | -2.2% | +51.0% | +45.6% |
| 3Y | +99.5% | +91.9% | +7.7% | +26.7% |
| 5Y | +112.7% | +136.0% | -23.3% | +14.6% |
| 10Y | +316.4% | +734.7% | -418.3% | +16.8% |
| All | +316.4% | +744.7% | -428.2% | +16.8% |
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