+9.1%
TE vs ROST
+94.3%
-85.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.1% |
| 7D | -19.1% | +0.3% | -19.3% | -19.1% |
| 30D | -34.1% | +0.5% | -34.6% | -34.2% |
| 3M | -60.1% | -5.2% | -54.9% | -59.2% |
| 6M | -66.0% | +9.8% | -75.8% | -68.0% |
| YTD | -71.4% | +29.4% | -100.8% | -76.0% |
| 1Y | -45.3% | +44.4% | -89.6% | -57.7% |
| 3Y | +9.1% | +95.0% | -85.9% | -24.5% |
| All | +9.1% | +94.3% | -85.1% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling