-14.6%
TEAM vs ROST
+97.9%
-112.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.8% |
| 7D | -5.7% | +0.2% | -5.9% | -5.7% |
| 30D | +18.3% | -10.0% | +28.3% | +22.3% |
| 3M | +80.2% | +1.2% | +79.0% | +79.1% |
| 6M | +111.0% | +8.9% | +102.0% | +103.3% |
| YTD | +8.8% | +28.1% | -19.3% | -2.5% |
| 1Y | +2.2% | +53.0% | -50.8% | -16.0% |
| 3Y | -14.6% | +97.9% | -112.5% | -39.7% |
| All | -14.6% | +97.9% | -112.5% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling