+2,624.8%
TFC vs ROST
+73,551.8%
-70,927.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -1.2% | -1.8% | +0.6% | -0.8% |
| 30D | +7.8% | +6.8% | +0.9% | +6.1% |
| 3M | -3.0% | -4.0% | +1.0% | -2.2% |
| 6M | +5.8% | +12.9% | -7.1% | +2.5% |
| YTD | +5.3% | +34.7% | -29.5% | -2.3% |
| 1Y | +15.7% | +49.5% | -33.8% | +4.8% |
| 3Y | +94.8% | +101.5% | -6.7% | +63.7% |
| 5Y | 0.0% | +120.7% | -120.6% | -18.8% |
| 10Y | +79.0% | +317.8% | -238.8% | +28.5% |
| All | +2,624.8% | +73,551.8% | -70,927.0% | +1,160.7% |
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 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