+129.5%
TLT vs ROST
+5,855.1%
-5,725.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | +0.1% |
| 7D | -1.0% | -1.8% | +0.8% | -1.2% |
| 30D | +4.1% | +6.8% | -2.7% | +4.7% |
| 3M | -0.4% | -4.0% | +3.6% | -0.6% |
| 6M | -3.2% | +12.9% | -16.0% | -2.1% |
| YTD | -3.5% | +34.7% | -38.3% | -1.0% |
| 1Y | -5.8% | +49.5% | -55.3% | -2.6% |
| 3Y | +4.6% | +101.5% | -96.9% | +11.4% |
| 5Y | -34.4% | +120.7% | -155.1% | -29.0% |
| 10Y | -11.4% | +317.8% | -329.3% | +5.3% |
| All | +129.5% | +5,855.1% | -5,725.7% | +277.1% |
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 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