+124.2%
ROST vs TXG
+21.5%
+102.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -1.0% |
| 7D | +0.2% | +9.4% | -9.1% | -0.8% |
| 30D | -10.0% | +26.1% | -36.1% | -12.7% |
| 3M | +1.2% | +124.8% | -123.6% | -9.3% |
| 6M | +8.9% | +215.2% | -206.3% | -7.1% |
| YTD | +28.1% | +302.2% | -274.1% | +5.2% |
| 1Y | +53.0% | +370.9% | -318.0% | +21.9% |
| 3Y | +97.9% | +38.5% | +59.3% | +76.4% |
| 5Y | +112.0% | -64.4% | +176.3% | +103.4% |
| All | +124.2% | +21.5% | +102.8% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling