-53.4%
TE vs ROST
+97.0%
-150.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.8% | -6.7% |
| 7D | +0.9% | -2.5% | +3.4% | +1.6% |
| 30D | -16.3% | -10.3% | -6.0% | -13.8% |
| 3M | -40.8% | -2.6% | -38.2% | -40.5% |
| 6M | -42.6% | +6.5% | -49.1% | -44.1% |
| YTD | -31.4% | +25.9% | -57.4% | -36.4% |
| 1Y | +144.9% | +52.3% | +92.6% | +114.4% |
| 3Y | -26.0% | +94.6% | -120.6% | -38.9% |
| 5Y | -48.5% | +111.1% | -159.6% | -59.7% |
| All | -53.4% | +97.0% | -150.4% | -63.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling