+41.0%
TMUS vs ROST
+103.5%
-62.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +1.2% |
| 7D | +3.6% | +1.2% | +2.3% | +3.2% |
| 30D | -3.4% | +2.5% | -5.8% | -3.8% |
| 3M | -9.5% | -9.0% | -0.5% | -7.9% |
| 6M | -15.2% | +1.3% | -16.5% | -15.6% |
| YTD | -18.9% | +29.1% | -48.0% | -23.4% |
| 1Y | -17.7% | +45.4% | -63.1% | -24.3% |
| 3Y | +15.6% | +94.9% | -79.2% | -2.4% |
| All | +41.0% | +103.5% | -62.5% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling