+151.8%
TER vs ROST
+95.7%
+56.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.3% | +3.4% |
| 7D | -20.5% | +1.2% | -21.7% | -20.8% |
| 30D | -47.0% | +2.5% | -49.5% | -47.7% |
| 3M | -43.3% | -9.0% | -34.3% | -41.0% |
| 6M | -42.9% | +1.3% | -44.2% | -44.8% |
| YTD | +12.9% | +29.1% | -16.2% | -5.8% |
| 1Y | +18.2% | +45.4% | -27.3% | -8.4% |
| 3Y | +151.8% | +94.9% | +56.9% | +62.3% |
| All | +151.8% | +95.7% | +56.1% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling