+100.7%
ROST vs TXG
+43.8%
+57.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.3% | -1.0% | +2.0% |
| 7D | +0.2% | +9.5% | -9.3% | -0.7% |
| 30D | -6.9% | +18.8% | -25.6% | -8.5% |
| 3M | -3.3% | +136.1% | -139.4% | -12.1% |
| 6M | +9.0% | +235.2% | -226.2% | -5.4% |
| YTD | +28.9% | +320.5% | -291.7% | +8.3% |
| 1Y | +54.0% | +425.2% | -371.2% | +24.9% |
| 3Y | +100.7% | +42.9% | +57.8% | +82.7% |
| All | +100.7% | +43.8% | +57.0% | +82.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling