+312.1%
ROST vs TTMI
+1,127.6%
-815.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.4% | -1.0% | +1.7% |
| 7D | +0.2% | +0.7% | -0.5% | +0.1% |
| 30D | -6.9% | -8.4% | +1.6% | -5.8% |
| 3M | -3.3% | -32.5% | +29.1% | +2.3% |
| 6M | +9.0% | +32.5% | -23.4% | -1.8% |
| YTD | +28.9% | +83.2% | -54.4% | +5.9% |
| 1Y | +54.0% | +161.7% | -107.7% | +13.7% |
| 3Y | +100.7% | +890.1% | -789.4% | -0.7% |
| 5Y | +116.0% | +832.4% | -716.4% | +4.1% |
| All | +312.1% | +1,127.6% | -815.5% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling