+219.1%
TER vs ROST
+111.1%
+108.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | +11.0% | +0.2% | +10.7% | +10.8% |
| 30D | -1.9% | -10.0% | +8.1% | +3.1% |
| 3M | -0.7% | +1.2% | -1.9% | -3.0% |
| 6M | +36.4% | +8.9% | +27.4% | +28.0% |
| YTD | +92.4% | +28.1% | +64.4% | +65.1% |
| 1Y | +213.5% | +53.0% | +160.6% | +143.2% |
| 3Y | +277.2% | +97.9% | +179.4% | +152.0% |
| 5Y | +219.1% | +112.0% | +107.1% | +91.2% |
| All | +219.1% | +111.1% | +108.1% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling