-15.7%
STM vs TEAM
-65.2%
+49.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -16.2% | +20.6% | +7.3% |
| 7D | -10.7% | -19.8% | +9.1% | -7.5% |
| 30D | -25.7% | -21.5% | -4.2% | -22.9% |
| 3M | -21.6% | +39.5% | -61.1% | -28.2% |
| 6M | -27.8% | +73.1% | -100.9% | -38.4% |
| YTD | +61.8% | -5.2% | +67.0% | +58.3% |
| 1Y | +78.1% | -1.6% | +79.7% | +72.4% |
| 3Y | +4.9% | -11.4% | +16.3% | -0.5% |
| All | -15.7% | -65.2% | +49.4% | -3.0% |
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