+1,895.7%
TER vs ROST
+299.2%
+1,596.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.9% |
| 7D | +12.4% | -2.2% | +14.6% | +13.5% |
| 30D | +5.1% | -11.4% | +16.6% | +10.7% |
| 3M | +4.0% | -1.6% | +5.6% | +3.3% |
| 6M | +29.5% | +6.8% | +22.7% | +23.9% |
| YTD | +98.5% | +25.8% | +72.7% | +75.6% |
| 1Y | +234.1% | +52.4% | +181.7% | +169.1% |
| 3Y | +289.0% | +94.4% | +194.7% | +178.4% |
| 5Y | +228.2% | +108.2% | +120.0% | +121.1% |
| 10Y | +1,895.7% | +308.5% | +1,587.2% | +986.6% |
| All | +1,895.7% | +299.2% | +1,596.5% | +986.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling