+443.6%
TEAM vs ROST
+300.7%
+143.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.7% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | -26.7% | +0.5% | -27.2% | -26.9% |
| 3M | -9.6% | -5.2% | -4.4% | -8.3% |
| 6M | +86.0% | +9.8% | +76.2% | +78.7% |
| YTD | -7.5% | +29.4% | -36.9% | -16.8% |
| 1Y | -1.4% | +44.4% | -45.7% | -14.8% |
| 3Y | -14.3% | +95.0% | -109.3% | -34.2% |
| 5Y | -66.3% | +111.9% | -178.2% | -75.6% |
| All | +443.6% | +300.7% | +143.0% | +251.1% |
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