+152.8%
ROST vs TW
+211.4%
-58.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.5% |
| 7D | +0.2% | -3.5% | +3.7% | +1.2% |
| 30D | -10.0% | +0.5% | -10.5% | -10.2% |
| 3M | +1.2% | +4.9% | -3.7% | -0.7% |
| 6M | +8.9% | -17.1% | +26.1% | +14.1% |
| YTD | +28.1% | -3.9% | +31.9% | +27.6% |
| 1Y | +53.0% | -13.3% | +66.2% | +57.1% |
| 3Y | +97.9% | +20.9% | +76.9% | +74.2% |
| 5Y | +112.0% | +20.5% | +91.5% | +83.3% |
| All | +152.8% | +211.4% | -58.6% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling