+302.7%
ROST vs TSEM
+1,289.9%
-987.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.7% |
| 7D | -2.5% | +0.9% | -3.4% | -2.7% |
| 30D | -10.3% | -16.6% | +6.3% | -7.9% |
| 3M | -2.6% | -10.9% | +8.3% | -3.0% |
| 6M | +6.5% | +78.0% | -71.5% | -9.5% |
| YTD | +25.9% | +77.2% | -51.3% | +6.0% |
| 1Y | +52.3% | +207.6% | -155.2% | +13.0% |
| 3Y | +94.6% | +637.8% | -543.3% | +14.2% |
| 5Y | +111.1% | +617.0% | -505.9% | +21.3% |
| All | +302.7% | +1,289.9% | -987.2% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling