+131.2%
TLT vs ROST
+5,583.0%
-5,451.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.1% |
| 7D | -0.4% | +0.9% | -1.4% | -0.4% |
| 30D | -0.6% | -8.9% | +8.3% | -1.3% |
| 3M | -2.7% | -0.8% | -1.9% | -2.7% |
| 6M | -5.6% | +8.5% | -14.1% | -4.9% |
| YTD | -2.8% | +28.6% | -31.4% | -0.7% |
| 1Y | -1.4% | +52.3% | -53.8% | +2.1% |
| 3Y | -1.6% | +94.8% | -96.4% | +4.5% |
| 5Y | -33.8% | +110.8% | -144.6% | -28.6% |
| 10Y | -21.1% | +304.5% | -325.7% | -6.5% |
| All | +131.2% | +5,583.0% | -5,451.8% | +278.5% |
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