-11.4%
TEAM vs ALL
+105.5%
-117.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -4.5% | -11.7% | -15.5% |
| 7D | -19.8% | -1.9% | -17.9% | -19.5% |
| 30D | -21.5% | +13.8% | -35.3% | -22.6% |
| 3M | +39.5% | -7.0% | +46.5% | +40.5% |
| 6M | +73.1% | +18.0% | +55.0% | +69.3% |
| YTD | -5.2% | +24.2% | -29.4% | -8.1% |
| 1Y | -1.6% | +31.2% | -32.7% | -5.1% |
| 3Y | -11.4% | +107.5% | -119.0% | +3.2% |
| All | -11.4% | +105.5% | -117.0% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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