+16,483.5%
ROST vs TTMI
+256.5%
+16,227.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.5% | -2.0% |
| 7D | +0.3% | +11.4% | -11.1% | -1.2% |
| 30D | +0.5% | -28.3% | +28.8% | +3.3% |
| 3M | -5.2% | -46.7% | +41.4% | +0.5% |
| 6M | +9.8% | -56.1% | +66.0% | +17.9% |
| YTD | +29.4% | +7.4% | +22.0% | +20.7% |
| 1Y | +44.4% | +17.4% | +27.0% | +32.3% |
| 3Y | +95.0% | +429.1% | -334.1% | +41.3% |
| 5Y | +111.9% | +418.8% | -306.9% | +51.3% |
| 10Y | +301.2% | +411.2% | -110.0% | +179.6% |
| All | +16,483.5% | +256.5% | +16,227.0% | +9,111.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling