+631.8%
TEAM vs ALL
+407.4%
+224.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -4.5% | -11.7% | -15.2% |
| 7D | -19.8% | -1.9% | -17.9% | -19.4% |
| 30D | -21.5% | +13.8% | -35.3% | -23.7% |
| 3M | +39.5% | -7.0% | +46.5% | +41.4% |
| 6M | +73.1% | +18.0% | +55.0% | +66.3% |
| YTD | -5.2% | +24.2% | -29.4% | -10.1% |
| 1Y | -1.6% | +31.2% | -32.7% | -7.9% |
| 3Y | -11.4% | +107.5% | -119.0% | -26.4% |
| 5Y | -65.1% | +144.8% | -209.9% | -72.6% |
| 10Y | +471.3% | +375.8% | +95.5% | +258.9% |
| All | +631.8% | +407.4% | +224.4% | +386.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling