-20.8%
TLT vs ROST
+308.3%
-329.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -1.6% | -2.5% | +0.9% | -1.7% |
| 30D | -1.3% | -10.3% | +8.9% | -1.8% |
| 3M | -3.7% | -2.6% | -1.1% | -3.8% |
| 6M | -6.4% | +6.5% | -12.9% | -6.0% |
| YTD | -4.5% | +25.9% | -30.4% | -3.3% |
| 1Y | -5.9% | +52.3% | -58.2% | -3.8% |
| 3Y | -2.8% | +94.6% | -97.4% | +1.0% |
| 5Y | -35.1% | +111.1% | -146.2% | -31.8% |
| All | -20.8% | +308.3% | -329.1% | -13.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling