+15.7%
TFC vs ROST
+49.6%
-33.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -1.2% | -1.8% | +0.6% | -0.7% |
| 30D | +7.8% | +6.8% | +0.9% | +5.8% |
| 3M | -3.0% | -4.0% | +1.0% | -2.2% |
| 6M | +5.8% | +12.9% | -7.1% | +1.6% |
| YTD | +5.3% | +34.7% | -29.5% | -3.3% |
| 1Y | +15.7% | +49.5% | -33.8% | +2.2% |
| All | +15.7% | +49.6% | -33.9% | +2.2% |
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 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