+111.1%
ROST vs TXG
-64.0%
+175.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.4% | +0.3% |
| 7D | -2.5% | +5.0% | -7.5% | -3.1% |
| 30D | -10.3% | +13.5% | -23.8% | -11.9% |
| 3M | -2.6% | +128.0% | -130.6% | -13.8% |
| 6M | +6.5% | +224.4% | -217.9% | -11.1% |
| YTD | +25.9% | +307.0% | -281.1% | +1.0% |
| 1Y | +52.3% | +427.2% | -374.9% | +16.3% |
| 3Y | +94.6% | +40.2% | +54.4% | +73.2% |
| 5Y | +111.1% | -64.0% | +175.1% | +108.3% |
| All | +111.1% | -64.0% | +175.2% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling