+94.9%
ROST vs TT
+89.7%
+5.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.1% | -2.3% |
| 7D | +1.2% | -2.0% | +3.2% | +1.7% |
| 30D | +2.5% | -14.0% | +16.5% | +5.9% |
| 3M | -9.0% | -15.9% | +6.9% | -5.4% |
| 6M | +1.3% | -17.3% | +18.7% | +5.3% |
| YTD | +29.1% | +4.0% | +25.1% | +24.4% |
| 1Y | +45.4% | -7.1% | +52.5% | +45.2% |
| 3Y | +94.9% | +90.2% | +4.6% | +41.7% |
| All | +94.9% | +89.7% | +5.1% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling