+1.3%
ROST vs TT
-16.5%
+17.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.1% | -1.7% |
| 7D | +1.2% | -2.0% | +3.2% | +1.2% |
| 30D | +2.5% | -14.0% | +16.5% | +2.0% |
| 3M | -9.0% | -15.9% | +6.9% | -9.6% |
| 6M | +1.3% | -17.3% | +18.7% | +1.0% |
| All | +1.3% | -16.5% | +17.9% | +1.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling