-11.4%
TEAM vs A
+64.2%
-75.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +1.7% | -17.9% | -16.9% |
| 7D | -19.8% | -0.1% | -19.8% | -19.9% |
| 30D | -21.5% | +3.4% | -24.9% | -22.7% |
| 3M | +39.5% | +23.8% | +15.7% | +26.4% |
| 6M | +73.1% | +49.0% | +24.1% | +43.2% |
| YTD | -5.2% | +29.4% | -34.6% | -16.0% |
| 1Y | -1.6% | +19.4% | -20.9% | -9.3% |
| 3Y | -11.4% | +66.2% | -77.6% | -33.6% |
| All | -11.4% | +64.2% | -75.7% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 3y: compounded portfolio wealth divided by compounded A 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…
3y analysis · Full analysis span regression · 6 months rolling