-2.5%
TEAM vs ROP
-24.5%
+22.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +2.3% |
| 7D | -4.7% | -6.1% | +1.5% | +2.4% |
| 30D | +17.0% | -3.4% | +20.4% | +22.1% |
| 3M | +85.9% | +16.7% | +69.2% | +62.1% |
| 6M | +116.7% | +8.1% | +108.6% | +102.0% |
| YTD | +9.6% | -11.7% | +21.3% | +19.5% |
| 1Y | -2.5% | -24.2% | +21.7% | +19.6% |
| All | -2.5% | -24.5% | +22.0% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling