+234.1%
TER vs ROST
+51.1%
+183.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.6% |
| 7D | +12.4% | -2.2% | +14.6% | +12.9% |
| 30D | +5.1% | -11.4% | +16.6% | +8.7% |
| 3M | +4.0% | -1.6% | +5.6% | +2.6% |
| 6M | +29.5% | +6.8% | +22.7% | +21.7% |
| YTD | +98.5% | +25.8% | +72.7% | +76.2% |
| 1Y | +234.1% | +52.4% | +181.7% | +176.0% |
| All | +234.1% | +51.1% | +183.0% | +176.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling