+802.8%
TEAM vs ROST
+373.3%
+429.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -0.4% | +0.9% | -1.4% | -0.7% |
| 30D | +67.3% | -8.9% | +76.2% | +72.2% |
| 3M | +86.8% | -0.8% | +87.6% | +86.8% |
| 6M | +146.8% | +8.5% | +138.3% | +138.3% |
| YTD | +16.9% | +28.6% | -11.7% | +5.8% |
| 1Y | +12.8% | +52.3% | -39.5% | -4.1% |
| 3Y | -7.3% | +94.8% | -102.1% | -28.3% |
| 5Y | -50.7% | +110.8% | -161.5% | -64.0% |
| 10Y | +529.8% | +304.5% | +225.3% | +304.5% |
| All | +802.8% | +373.3% | +429.5% | +459.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling