-6.4%
T vs ROST
+54.7%
-61.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.1% | -4.0% | +1.0% |
| 7D | +5.5% | +7.8% | -2.3% | +4.1% |
| 30D | -8.9% | +8.6% | -17.5% | -10.0% |
| 3M | -5.6% | -1.9% | -3.6% | -5.9% |
| 6M | -14.3% | +9.1% | -23.4% | -15.2% |
| YTD | -7.9% | +37.2% | -45.2% | -10.8% |
| 1Y | -6.4% | +52.7% | -59.2% | -10.9% |
| All | -6.4% | +54.7% | -61.1% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling