+14,183.4%
TER vs ROST
+70,186.3%
-56,002.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.6% |
| 7D | +0.6% | +0.9% | -0.3% | +0.3% |
| 30D | -8.3% | -8.9% | +0.6% | -5.8% |
| 3M | -12.2% | -0.8% | -11.4% | -12.7% |
| 6M | +17.1% | +8.5% | +8.6% | +13.3% |
| YTD | +84.7% | +28.6% | +56.1% | +69.2% |
| 1Y | +199.9% | +52.3% | +147.6% | +159.8% |
| 3Y | +232.8% | +94.8% | +137.9% | +166.4% |
| 5Y | +198.6% | +110.8% | +87.8% | +130.0% |
| 10Y | +1,669.7% | +304.5% | +1,365.2% | +983.5% |
| All | +14,183.4% | +70,186.3% | -56,002.8% | +2,102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling