+125.6%
ROST vs TXG
+27.0%
+98.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.3% | -1.0% | +1.9% |
| 7D | +0.2% | +9.5% | -9.3% | -0.9% |
| 30D | -6.9% | +18.8% | -25.6% | -8.9% |
| 3M | -3.3% | +136.1% | -139.4% | -13.8% |
| 6M | +9.0% | +235.2% | -226.2% | -7.7% |
| YTD | +28.9% | +320.5% | -291.7% | +5.3% |
| 1Y | +54.0% | +425.2% | -371.2% | +21.1% |
| 3Y | +100.7% | +42.9% | +57.8% | +78.3% |
| 5Y | +116.0% | -62.8% | +178.9% | +106.2% |
| All | +125.6% | +27.0% | +98.6% | +73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling