-45.4%
TE vs ROST
+108.0%
-153.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.1% |
| 7D | +15.0% | -2.2% | +17.2% | +16.2% |
| 30D | -7.5% | -11.4% | +3.9% | -2.0% |
| 3M | -42.0% | -1.6% | -40.3% | -42.0% |
| 6M | -31.4% | +6.8% | -38.2% | -35.0% |
| YTD | -26.5% | +25.8% | -52.3% | -36.5% |
| 1Y | +153.1% | +52.4% | +100.7% | +95.6% |
| 3Y | -20.7% | +94.4% | -115.0% | -46.3% |
| 5Y | -45.4% | +108.2% | -153.7% | -65.7% |
| All | -45.4% | +108.0% | -153.5% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling