-6.6%
TEAM vs ROP
+7.7%
-14.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.6% |
| 7D | -22.2% | +0.2% | -22.4% | -22.0% |
| 30D | -28.1% | +30.3% | -58.5% | -46.6% |
| 3M | -2.2% | +17.8% | -19.9% | -17.8% |
| 6M | +62.2% | +38.9% | +23.3% | +15.8% |
| YTD | -8.4% | +7.6% | -16.0% | -19.3% |
| 1Y | -6.6% | +6.5% | -13.1% | -17.3% |
| All | -6.6% | +7.7% | -14.3% | -17.3% |
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