+70,808.4%
ROST vs TT
+16,138.6%
+54,669.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.6% |
| 3M | -0.8% | -3.0% | +2.1% | -0.4% |
| 6M | +8.5% | +1.4% | +7.1% | +7.0% |
| YTD | +28.6% | +15.9% | +12.7% | +20.6% |
| 1Y | +52.3% | +9.4% | +42.9% | +45.4% |
| 3Y | +94.8% | +124.4% | -29.5% | +41.5% |
| 5Y | +110.8% | +138.0% | -27.2% | +48.9% |
| 10Y | +304.5% | +886.4% | -581.8% | +79.1% |
| All | +70,808.4% | +16,138.6% | +54,669.8% | +10,586.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling