+112.0%
ROST vs TXT
+12.6%
+99.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +0.2% | -0.2% | +0.4% | +0.3% |
| 30D | -10.0% | -11.1% | +1.1% | -5.6% |
| 3M | +1.2% | -13.0% | +14.2% | +6.4% |
| 6M | +8.9% | -16.2% | +25.1% | +16.1% |
| YTD | +28.1% | -8.7% | +36.8% | +30.7% |
| 1Y | +53.0% | -3.8% | +56.7% | +52.1% |
| 3Y | +97.9% | +5.5% | +92.3% | +80.2% |
| 5Y | +112.0% | +12.3% | +99.7% | +79.2% |
| All | +112.0% | +12.6% | +99.4% | +79.2% |
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