-26.5%
TMUS vs ROST
+54.0%
-80.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.0% | -3.4% |
| 7D | +0.1% | +0.9% | -0.9% | 0.0% |
| 30D | +5.3% | -8.9% | +14.1% | +5.5% |
| 3M | +3.1% | -0.8% | +4.0% | +3.3% |
| 6M | -16.5% | +8.5% | -24.9% | -15.6% |
| YTD | -9.2% | +28.6% | -37.7% | -7.0% |
| 1Y | -26.5% | +52.3% | -78.8% | -23.1% |
| All | -26.5% | +54.0% | -80.5% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling