+3.0%
TEAM vs ROST
+53.4%
-50.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -7.8% | -2.5% | -5.3% | -7.7% |
| 30D | +16.5% | -10.3% | +26.8% | +17.6% |
| 3M | +96.2% | -2.6% | +98.8% | +96.6% |
| 6M | +130.2% | +6.5% | +123.7% | +129.4% |
| YTD | +10.7% | +25.9% | -15.2% | +8.0% |
| 1Y | +3.0% | +52.3% | -49.3% | -7.3% |
| All | +3.0% | +53.4% | -50.4% | -7.3% |
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