-65.3%
TEAM vs B
+134.6%
-199.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +0.5% | -16.7% | -16.2% |
| 7D | -19.8% | +9.6% | -29.4% | -20.8% |
| 30D | -21.5% | +3.5% | -25.0% | -21.9% |
| 3M | +39.5% | -1.6% | +41.1% | +39.6% |
| 6M | +73.1% | -1.7% | +74.7% | +72.8% |
| YTD | -5.2% | -5.3% | +0.1% | -5.8% |
| 1Y | -1.6% | +27.2% | -28.8% | -7.0% |
| 3Y | -11.4% | +166.1% | -177.6% | -29.8% |
| All | -65.3% | +134.6% | -199.9% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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