+112.3%
ROST vs TT
+140.2%
-27.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.7% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -8.9% | -7.2% | -1.7% | -6.3% |
| 3M | -0.8% | -3.0% | +2.1% | -0.4% |
| 6M | +8.5% | +1.4% | +7.1% | +6.5% |
| YTD | +28.6% | +15.9% | +12.7% | +18.6% |
| 1Y | +52.3% | +9.4% | +42.9% | +43.5% |
| 3Y | +94.8% | +124.4% | -29.5% | +23.0% |
| All | +112.3% | +140.2% | -27.8% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling