+52.7%
ROST vs TXG
+406.9%
-354.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.4% | +2.7% | +6.0% |
| 7D | +7.8% | -19.3% | +27.0% | +8.3% |
| 30D | +8.6% | -30.9% | +39.5% | +9.7% |
| 3M | -1.9% | +41.1% | -43.0% | -3.9% |
| 6M | +9.1% | +211.9% | -202.7% | +0.4% |
| YTD | +37.2% | +314.0% | -276.7% | +22.0% |
| 1Y | +52.7% | +405.4% | -352.7% | +31.4% |
| All | +52.7% | +406.9% | -354.2% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling