+16,380.8%
ROST vs TTMI
+504.4%
+15,876.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.8% | -9.3% | -1.6% |
| 7D | +0.9% | +5.9% | -4.9% | +0.1% |
| 30D | -8.9% | -4.3% | -4.6% | -8.8% |
| 3M | -0.8% | -32.0% | +31.2% | +2.8% |
| 6M | +8.5% | +19.5% | -11.0% | +2.9% |
| YTD | +28.6% | +82.0% | -53.4% | +14.3% |
| 1Y | +52.3% | +172.6% | -120.3% | +26.6% |
| 3Y | +94.8% | +744.7% | -649.8% | +35.2% |
| 5Y | +110.8% | +805.6% | -694.8% | +42.7% |
| 10Y | +304.5% | +1,057.6% | -753.1% | +158.8% |
| All | +16,380.8% | +504.4% | +15,876.4% | +8,618.4% |
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