+39.1%
TMUS vs ROST
+97.0%
-57.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.2% |
| 3M | +3.1% | -0.8% | +4.0% | +3.2% |
| 6M | -16.5% | +8.5% | -24.9% | -17.0% |
| YTD | -9.2% | +28.6% | -37.7% | -11.5% |
| 1Y | -26.5% | +52.3% | -78.8% | -29.9% |
| All | +39.1% | +97.0% | -57.9% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling