-4.6%
STM vs TEAM
-66.4%
+61.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.8% |
| 7D | +12.0% | -2.4% | +14.4% | +12.5% |
| 30D | -0.4% | -26.7% | +26.4% | +4.8% |
| 3M | -13.2% | -9.6% | -3.5% | -12.8% |
| 6M | -26.1% | +86.0% | -112.1% | -37.9% |
| YTD | +81.2% | -7.5% | +88.7% | +78.1% |
| 1Y | +98.3% | -1.4% | +99.7% | +91.4% |
| 3Y | +16.7% | -14.3% | +31.0% | +11.5% |
| All | -4.6% | -66.4% | +61.8% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling