+494.0%
TEAM vs ROST
+308.3%
+185.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -7.8% | -2.5% | -5.3% | -7.0% |
| 30D | +16.5% | -10.3% | +26.8% | +20.6% |
| 3M | +96.2% | -2.6% | +98.8% | +97.4% |
| 6M | +130.2% | +6.5% | +123.7% | +123.5% |
| YTD | +10.7% | +25.9% | -15.2% | +0.7% |
| 1Y | +3.0% | +52.3% | -49.3% | -12.7% |
| 3Y | -13.1% | +94.6% | -107.6% | -33.1% |
| 5Y | -52.7% | +111.1% | -163.8% | -65.6% |
| All | +494.0% | +308.3% | +185.7% | +276.3% |
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 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