-53.2%
TE vs ROST
+101.2%
-154.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -4.0% | +0.9% | -4.9% | -4.2% |
| 30D | -15.9% | -8.9% | -7.0% | -13.8% |
| 3M | -60.5% | -0.8% | -59.7% | -60.6% |
| 6M | -35.2% | +8.5% | -43.7% | -37.2% |
| YTD | -31.1% | +28.6% | -59.7% | -36.5% |
| 1Y | +148.6% | +52.3% | +96.3% | +117.7% |
| 3Y | -26.4% | +94.8% | -121.2% | -39.3% |
| 5Y | -48.0% | +110.8% | -158.8% | -59.5% |
| All | -53.2% | +101.2% | -154.4% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling