+452.0%
TEAM vs ROST
+310.3%
+141.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.5% |
| 7D | -16.9% | +0.9% | -17.8% | -17.1% |
| 30D | -26.8% | +5.1% | -31.9% | -28.1% |
| 3M | -1.9% | -4.3% | +2.4% | -0.8% |
| 6M | +79.2% | +9.4% | +69.7% | +72.4% |
| YTD | -6.1% | +32.5% | -38.6% | -16.2% |
| 1Y | -2.1% | +46.9% | -49.0% | -15.9% |
| 3Y | -13.6% | +98.1% | -111.7% | -34.0% |
| 5Y | -65.8% | +116.9% | -182.7% | -75.5% |
| All | +452.0% | +310.3% | +141.7% | +253.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling