+320.5%
TMUS vs ROST
+3,169.7%
-2,849.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.0% | -3.3% |
| 7D | +0.1% | +0.9% | -0.9% | -0.2% |
| 30D | +5.3% | -8.9% | +14.1% | +8.4% |
| 3M | +3.1% | -0.8% | +4.0% | +3.2% |
| 6M | -16.5% | +8.5% | -24.9% | -19.3% |
| YTD | -9.2% | +28.6% | -37.7% | -17.2% |
| 1Y | -26.5% | +52.3% | -78.8% | -37.0% |
| 3Y | +39.0% | +94.8% | -55.8% | +7.3% |
| 5Y | +40.4% | +110.8% | -70.4% | +1.7% |
| 10Y | +303.7% | +304.5% | -0.8% | +107.9% |
| All | +320.5% | +3,169.7% | -2,849.3% | -18.3% |
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 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