-65.8%
TEAM vs B
+110.9%
-176.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.3% |
| 7D | -16.9% | -6.2% | -10.7% | -16.3% |
| 30D | -26.8% | -6.6% | -20.2% | -26.2% |
| 3M | -1.9% | -7.9% | +6.0% | -1.1% |
| 6M | +79.2% | -16.8% | +96.0% | +82.4% |
| YTD | -6.1% | -11.7% | +5.6% | -5.9% |
| 1Y | -2.1% | +3.5% | -5.6% | -4.6% |
| 3Y | -13.6% | +165.7% | -179.3% | -32.0% |
| 5Y | -65.8% | +108.4% | -174.2% | -68.6% |
| All | -65.8% | +110.9% | -176.7% | -68.6% |
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