-53.1%
TEAM vs ROST
+108.0%
-161.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.7% |
| 7D | -4.7% | -2.2% | -2.4% | -3.5% |
| 30D | +17.0% | -11.4% | +28.5% | +24.4% |
| 3M | +85.9% | -1.6% | +87.5% | +86.5% |
| 6M | +116.7% | +6.8% | +109.8% | +105.6% |
| YTD | +9.6% | +25.8% | -16.2% | -6.4% |
| 1Y | -2.5% | +52.4% | -54.9% | -26.4% |
| 3Y | -14.0% | +94.4% | -108.3% | -46.2% |
| 5Y | -53.1% | +108.2% | -161.3% | -74.4% |
| All | -53.1% | +108.0% | -161.1% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling