+454.5%
TEAM vs BAX
-35.7%
+490.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | -19.7% | -0.6% | -19.1% | -19.6% |
| 30D | -26.6% | +6.3% | -32.9% | -28.0% |
| 3M | -1.1% | -4.6% | +3.5% | +0.1% |
| 6M | +74.6% | +50.4% | +24.2% | +54.9% |
| YTD | -6.0% | +38.0% | -44.0% | -16.5% |
| 1Y | -3.2% | +44.6% | -47.8% | -15.5% |
| 3Y | -13.5% | -15.1% | +1.6% | -13.1% |
| 5Y | -65.5% | -63.3% | -2.2% | -52.2% |
| 10Y | +454.5% | -34.4% | +488.9% | +485.7% |
| All | +454.5% | -35.7% | +490.3% | +485.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling