+13,634.3%
TSM vs ROST
+12,560.7%
+1,073.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +2.7% | +0.9% | +1.8% | +2.4% |
| 30D | +3.6% | -8.9% | +12.5% | +6.7% |
| 3M | -3.4% | -0.8% | -2.5% | -3.6% |
| 6M | +20.6% | +8.5% | +12.1% | +16.5% |
| YTD | +41.9% | +28.6% | +13.3% | +29.2% |
| 1Y | +84.4% | +52.3% | +32.0% | +58.3% |
| 3Y | +380.2% | +94.8% | +285.4% | +277.5% |
| 5Y | +275.3% | +110.8% | +164.6% | +179.4% |
| 10Y | +1,751.4% | +304.5% | +1,446.9% | +940.5% |
| All | +13,634.3% | +12,560.7% | +1,073.6% | +2,080.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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