+96.1%
ROST vs TTMI
+844.7%
-748.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | -2.5% | +6.0% | -8.5% | -3.0% |
| 30D | -10.3% | -6.4% | -3.9% | -10.0% |
| 3M | -2.6% | -28.9% | +26.3% | -0.1% |
| 6M | +6.5% | +26.9% | -20.3% | +1.6% |
| YTD | +25.9% | +77.3% | -51.4% | +14.5% |
| 1Y | +52.3% | +147.5% | -95.2% | +30.4% |
| All | +96.1% | +844.7% | -748.6% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling