+95.0%
ROST vs TW
+44.1%
+50.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.2% | -2.4% |
| 7D | +0.3% | +3.9% | -3.7% | 0.0% |
| 30D | +0.5% | +19.9% | -19.4% | -0.9% |
| 3M | -5.2% | +25.9% | -31.2% | -6.9% |
| 6M | +9.8% | +21.1% | -11.3% | +7.8% |
| YTD | +29.4% | +23.9% | +5.5% | +26.4% |
| 1Y | +44.4% | +21.2% | +23.1% | +41.3% |
| 3Y | +95.0% | +44.8% | +50.2% | +77.7% |
| All | +95.0% | +44.1% | +50.9% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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