+317.8%
TMUS vs ROST
+299.2%
+18.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -2.0% |
| 7D | -5.3% | -2.2% | -3.1% | -4.8% |
| 30D | +0.1% | -11.4% | +11.5% | +3.1% |
| 3M | -0.6% | -1.6% | +1.0% | -0.3% |
| 6M | -17.5% | +6.8% | -24.4% | -19.3% |
| YTD | -11.3% | +25.8% | -37.1% | -16.9% |
| 1Y | -25.4% | +52.4% | -77.8% | -33.8% |
| 3Y | +35.5% | +94.4% | -58.9% | +10.8% |
| 5Y | +41.9% | +108.2% | -66.3% | +10.8% |
| 10Y | +317.8% | +308.5% | +9.3% | +163.5% |
| All | +317.8% | +299.2% | +18.7% | +163.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling