+1,006.2%
TER vs ROST
+317.2%
+689.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.6% |
| 7D | -8.9% | +3.2% | -12.1% | -10.1% |
| 30D | -39.1% | +7.4% | -46.5% | -41.2% |
| 3M | -32.8% | -6.1% | -26.7% | -31.4% |
| 6M | -31.7% | +6.2% | -38.0% | -35.1% |
| YTD | +26.9% | +33.4% | -6.5% | +8.8% |
| 1Y | +33.6% | +48.8% | -15.2% | +8.6% |
| 3Y | +181.5% | +99.5% | +82.0% | +98.1% |
| 5Y | +76.1% | +112.7% | -36.5% | +17.0% |
| 10Y | +1,006.2% | +316.4% | +689.8% | +507.2% |
| All | +1,006.2% | +317.2% | +689.0% | +507.2% |
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