+112.0%
ROST vs TTMI
+416.2%
-304.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.5% | -2.0% |
| 7D | +0.3% | +11.4% | -11.1% | -0.9% |
| 30D | +0.5% | -28.3% | +28.8% | +2.8% |
| 3M | -5.2% | -46.7% | +41.4% | -0.2% |
| 6M | +9.8% | -56.1% | +66.0% | +17.4% |
| YTD | +29.4% | +7.4% | +22.0% | +17.6% |
| 1Y | +44.4% | +17.4% | +27.0% | +28.2% |
| 3Y | +95.0% | +429.1% | -334.1% | +20.6% |
| All | +112.0% | +416.2% | -304.3% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling