+670.1%
TEL vs ROST
+3,475.6%
-2,805.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.6% |
| 7D | -1.4% | +0.2% | -1.7% | -1.5% |
| 30D | -4.9% | -10.0% | +5.1% | -0.4% |
| 3M | +0.1% | +1.2% | -1.1% | -0.9% |
| 6M | +0.4% | +8.9% | -8.6% | -4.1% |
| YTD | -8.9% | +28.1% | -37.0% | -19.2% |
| 1Y | -0.3% | +53.0% | -53.3% | -18.6% |
| 3Y | +67.6% | +97.9% | -30.2% | +19.6% |
| 5Y | +50.7% | +112.0% | -61.3% | +0.1% |
| 10Y | +288.6% | +303.0% | -14.3% | +79.9% |
| All | +670.1% | +3,475.6% | -2,805.5% | +2.4% |
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