-33.7%
TLT vs ROST
+111.1%
-144.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | 0.0% |
| 3M | -1.7% | +1.2% | -3.0% | -1.8% |
| 6M | -4.9% | +8.9% | -13.8% | -5.2% |
| YTD | -2.8% | +28.1% | -30.9% | -3.5% |
| 1Y | -4.2% | +53.0% | -57.2% | -5.3% |
| 3Y | -1.1% | +97.9% | -99.0% | -2.7% |
| 5Y | -33.7% | +112.0% | -145.7% | -35.3% |
| All | -33.7% | +111.1% | -144.8% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling