-53.8%
TEAM vs A
-14.2%
-39.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.7% | -4.3% | -5.1% |
| 7D | -5.7% | -2.1% | -3.6% | -4.3% |
| 30D | +18.3% | +0.6% | +17.7% | +17.9% |
| 3M | +80.2% | +10.9% | +69.3% | +67.5% |
| 6M | +111.0% | +28.2% | +82.8% | +73.7% |
| YTD | +8.8% | +8.6% | +0.2% | +1.2% |
| 1Y | +2.2% | +15.5% | -13.4% | -11.3% |
| 3Y | -14.6% | +31.8% | -46.4% | -38.9% |
| 5Y | -53.8% | -14.9% | -38.9% | -45.9% |
| All | -53.8% | -14.2% | -39.5% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling