-21.2%
TMUS vs ROST
+54.7%
-75.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.1% | -3.0% | +2.2% |
| 7D | +7.5% | +7.8% | -0.3% | +6.3% |
| 30D | -3.3% | +8.6% | -11.9% | -4.3% |
| 3M | -9.7% | -1.9% | -7.7% | -10.1% |
| 6M | -17.2% | +9.1% | -26.4% | -17.6% |
| YTD | -20.3% | +37.2% | -57.6% | -19.2% |
| 1Y | -21.2% | +52.7% | -73.9% | -19.6% |
| All | -21.2% | +54.7% | -75.9% | -19.6% |
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