+20,427.4%
TXN vs ROST
+69,900.8%
-49,473.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | -9.5% | -10.0% | +0.5% | -7.3% |
| 3M | -10.5% | +1.2% | -11.8% | -11.0% |
| 6M | +35.4% | +8.9% | +26.4% | +32.2% |
| YTD | +51.8% | +28.1% | +23.7% | +42.4% |
| 1Y | +42.9% | +53.0% | -10.0% | +28.6% |
| 3Y | +71.3% | +97.9% | -26.5% | +44.4% |
| 5Y | +58.0% | +112.0% | -54.0% | +28.6% |
| 10Y | +393.3% | +303.0% | +90.3% | +239.2% |
| All | +20,427.4% | +69,900.8% | -49,473.4% | +5,372.5% |
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