-17.0%
TEAM vs BAX
-33.8%
+16.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.1% |
| 7D | -4.7% | -5.1% | +0.4% | -3.8% |
| 30D | +17.0% | -12.2% | +29.2% | +19.5% |
| 3M | +85.9% | +21.8% | +64.1% | +81.5% |
| 6M | +116.7% | +36.3% | +80.3% | +107.5% |
| YTD | +9.6% | +27.8% | -18.2% | +4.8% |
| 1Y | -2.5% | -0.1% | -2.5% | -1.4% |
| All | -17.0% | -33.8% | +16.8% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling