+502.9%
TEAM vs ROP
+132.1%
+370.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +1.8% |
| 7D | -4.7% | -6.1% | +1.5% | +0.2% |
| 30D | +17.0% | -3.4% | +20.4% | +20.6% |
| 3M | +85.9% | +16.7% | +69.2% | +67.0% |
| 6M | +116.7% | +8.1% | +108.6% | +108.0% |
| YTD | +9.6% | -11.7% | +21.3% | +21.2% |
| 1Y | -2.5% | -24.2% | +21.7% | +20.2% |
| 3Y | -14.0% | -19.0% | +5.0% | +2.5% |
| 5Y | -53.1% | -15.9% | -37.2% | -45.1% |
| 10Y | +502.9% | +135.7% | +367.2% | +316.4% |
| All | +502.9% | +132.1% | +370.8% | +316.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling