+180.6%
IBM vs TEAM
+802.8%
-622.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.4% |
| 7D | -0.3% | -0.4% | +0.1% | -0.3% |
| 30D | +0.3% | +67.3% | -67.0% | -5.5% |
| 3M | -21.6% | +86.8% | -108.4% | -27.1% |
| 6M | -4.7% | +146.8% | -151.5% | -14.0% |
| YTD | -19.1% | +16.9% | -36.0% | -22.8% |
| 1Y | -2.5% | +12.8% | -15.3% | -6.9% |
| 3Y | +74.2% | -7.3% | +81.4% | +66.3% |
| 5Y | +113.1% | -50.7% | +163.8% | +107.3% |
| 10Y | +133.5% | +529.8% | -396.3% | +74.6% |
| All | +180.6% | +802.8% | -622.2% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEAM.
Daily Out/Under-Performance
Portfolio return minus TEAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEAM 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 TEAM 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