+275.3%
TMUS vs ROST
+3,181.7%
-2,906.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +1.5% |
| 7D | +3.6% | +1.2% | +2.3% | +3.1% |
| 30D | -3.4% | +2.5% | -5.8% | -4.1% |
| 3M | -9.5% | -9.0% | -0.5% | -6.8% |
| 6M | -15.2% | +1.3% | -16.5% | -16.1% |
| YTD | -18.9% | +29.1% | -48.0% | -26.3% |
| 1Y | -17.7% | +45.4% | -63.1% | -28.3% |
| 3Y | +15.6% | +94.9% | -79.2% | -10.7% |
| 5Y | +38.9% | +104.0% | -65.1% | +1.9% |
| 10Y | +245.3% | +314.8% | -69.5% | +75.8% |
| All | +275.3% | +3,181.7% | -2,906.5% | -27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling