-80.5%
TE vs ROST
+102.5%
-183.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.4% |
| 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% | -59.6% |
| 6M | -66.0% | +9.8% | -75.8% | -67.1% |
| YTD | -71.4% | +29.4% | -100.8% | -73.7% |
| 1Y | -45.3% | +44.4% | -89.6% | -51.4% |
| 3Y | +9.1% | +95.0% | -85.9% | -10.2% |
| 5Y | -82.6% | +111.9% | -194.4% | -86.5% |
| All | -80.5% | +102.5% | -183.0% | -85.1% |
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