-50.3%
TEAM vs ALL
+118.4%
-168.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.4% |
| 7D | -0.4% | 0.0% | -0.5% | -0.4% |
| 30D | +67.3% | -1.5% | +68.8% | +67.1% |
| 3M | +86.8% | +23.6% | +63.2% | +79.4% |
| 6M | +146.8% | +22.3% | +124.5% | +137.1% |
| YTD | +16.9% | +26.5% | -9.6% | +11.6% |
| 1Y | +12.8% | +27.0% | -14.2% | +7.5% |
| 3Y | -7.3% | +149.6% | -156.9% | -22.8% |
| All | -50.3% | +118.4% | -168.8% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling