+95.3%
TFC vs ROST
+308.3%
-213.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.5% | -2.5% | 0.0% | -1.3% |
| 30D | -2.8% | -10.3% | +7.5% | +2.3% |
| 3M | +2.1% | -2.6% | +4.7% | +2.9% |
| 6M | +10.1% | +6.5% | +3.6% | +5.7% |
| YTD | +5.4% | +25.9% | -20.5% | -7.3% |
| 1Y | +16.3% | +52.3% | -36.0% | -7.4% |
| 3Y | +95.9% | +94.6% | +1.3% | +34.4% |
| 5Y | +16.0% | +111.1% | -95.1% | -26.8% |
| All | +95.3% | +308.3% | -213.0% | -4.7% |
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