-0.4%
TLT vs ROST
+96.8%
-97.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.4% | +0.2% | +0.2% | +0.4% |
| 30D | -0.3% | -10.0% | +9.7% | +0.4% |
| 3M | -1.7% | +1.2% | -3.0% | -1.8% |
| 6M | -4.9% | +8.9% | -13.8% | -5.5% |
| YTD | -2.8% | +28.1% | -30.9% | -4.5% |
| 1Y | -4.2% | +53.0% | -57.2% | -7.1% |
| All | -0.4% | +96.8% | -97.1% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling