+120.7%
ROST vs TXT
+14.6%
+106.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | -1.8% | -0.8% | -1.0% | -1.5% |
| 30D | +6.8% | +13.4% | -6.6% | +1.3% |
| 3M | -4.0% | -2.5% | -1.5% | -3.3% |
| 6M | +12.9% | -6.2% | +19.1% | +14.7% |
| YTD | +34.7% | -1.3% | +36.1% | +32.8% |
| 1Y | +49.5% | +4.3% | +45.2% | +43.6% |
| 3Y | +101.5% | +13.2% | +88.2% | +78.3% |
| 5Y | +120.7% | +12.4% | +108.3% | +92.4% |
| All | +120.7% | +14.6% | +106.1% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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