+70,808.4%
ROST vs TXT
+2,070.1%
+68,738.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.9% | -4.8% | +5.7% | +2.4% |
| 30D | -8.9% | -10.6% | +1.7% | -5.8% |
| 3M | -0.8% | -13.2% | +12.4% | +3.0% |
| 6M | +8.5% | -20.3% | +28.8% | +15.4% |
| YTD | +28.6% | -9.3% | +37.8% | +31.2% |
| 1Y | +52.3% | -2.7% | +55.0% | +52.0% |
| 3Y | +94.8% | +1.4% | +93.5% | +89.2% |
| 5Y | +110.8% | +9.6% | +101.2% | +99.1% |
| 10Y | +304.5% | +94.9% | +209.6% | +211.1% |
| All | +70,808.4% | +2,070.1% | +68,738.3% | +19,114.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling