-11.8%
TLT vs ROST
+317.2%
-329.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.3% |
| 7D | -0.3% | +3.2% | -3.5% | -0.1% |
| 30D | +3.7% | +7.4% | -3.7% | +4.0% |
| 3M | -0.7% | -6.1% | +5.4% | -0.9% |
| 6M | -4.2% | +6.2% | -10.4% | -3.9% |
| YTD | -4.0% | +33.4% | -37.4% | -2.6% |
| 1Y | -5.8% | +48.8% | -54.6% | -3.9% |
| 3Y | +4.1% | +99.5% | -95.4% | +8.2% |
| 5Y | -34.8% | +112.7% | -147.5% | -31.7% |
| All | -11.8% | +317.2% | -329.0% | -2.8% |
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