+43.0%
TMUS vs ROST
+111.1%
-68.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | +3.1% | -10.0% | +13.1% | +5.2% |
| 3M | +2.4% | +1.2% | +1.2% | +2.1% |
| 6M | -17.1% | +8.9% | -26.0% | -18.7% |
| YTD | -9.1% | +28.1% | -37.1% | -14.0% |
| 1Y | -23.6% | +53.0% | -76.6% | -30.6% |
| 3Y | +38.8% | +97.9% | -59.0% | +16.6% |
| 5Y | +43.0% | +112.0% | -69.0% | +16.3% |
| All | +43.0% | +111.1% | -68.1% | +16.3% |
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