+44.4%
ROST vs TT
-2.3%
+46.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.2% |
| 7D | +0.3% | +4.0% | -3.8% | -0.2% |
| 30D | +0.5% | -11.3% | +11.8% | +1.6% |
| 3M | -5.2% | -12.3% | +7.1% | -4.1% |
| 6M | +9.8% | -10.8% | +20.7% | +10.4% |
| YTD | +29.4% | +8.2% | +21.2% | +23.5% |
| 1Y | +44.4% | +1.5% | +42.9% | +43.9% |
| All | +44.4% | -2.3% | +46.6% | +43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling