-8.4%
T vs ROST
+53.4%
-61.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -2.4% | -2.5% | 0.0% | -2.3% |
| 30D | +4.3% | -10.3% | +14.6% | +5.0% |
| 3M | +11.6% | -2.6% | +14.1% | +11.7% |
| 6M | -5.6% | +6.5% | -12.1% | -5.8% |
| YTD | +6.6% | +25.9% | -19.4% | +5.5% |
| 1Y | -8.4% | +52.3% | -60.7% | -9.0% |
| All | -8.4% | +53.4% | -61.8% | -9.0% |
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