+6,467.7%
TRV vs ROST
+68,731.6%
-62,264.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -1.5% | -2.5% | +1.0% | -1.0% |
| 30D | -1.8% | -10.3% | +8.5% | +0.1% |
| 3M | +21.6% | -2.6% | +24.2% | +22.0% |
| 6M | +22.5% | +6.5% | +15.9% | +20.6% |
| YTD | +28.1% | +25.9% | +2.2% | +22.1% |
| 1Y | +37.0% | +52.3% | -15.3% | +25.9% |
| 3Y | +141.9% | +94.6% | +47.3% | +110.7% |
| 5Y | +158.5% | +111.1% | +47.4% | +117.3% |
| 10Y | +297.5% | +308.9% | -11.3% | +194.1% |
| All | +6,467.7% | +68,731.6% | -62,264.0% | +2,521.4% |
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