+15.1%
TEAM vs ROST
+54.7%
-39.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.1% | -6.7% | -0.5% |
| 7D | -13.7% | +7.8% | -21.5% | -13.6% |
| 30D | -3.4% | +8.6% | -12.0% | -3.3% |
| 3M | +72.1% | -1.9% | +74.1% | +73.1% |
| 6M | +103.8% | +9.1% | +94.7% | +103.4% |
| YTD | +17.1% | +37.2% | -20.1% | +18.0% |
| 1Y | +15.1% | +52.7% | -37.7% | +11.3% |
| All | +15.1% | +54.7% | -39.6% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling