-53.8%
TEAM vs BAX
-67.0%
+13.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.8% | -3.2% | -6.1% |
| 7D | -5.7% | -2.4% | -3.2% | -5.1% |
| 30D | +18.3% | -9.7% | +28.1% | +20.9% |
| 3M | +80.2% | +29.3% | +51.0% | +71.7% |
| 6M | +111.0% | +40.7% | +70.3% | +96.3% |
| YTD | +8.8% | +30.3% | -21.5% | +1.6% |
| 1Y | +2.2% | +3.4% | -1.2% | +1.0% |
| 3Y | -14.6% | -32.0% | +17.4% | -7.3% |
| 5Y | -53.8% | -66.9% | +13.1% | -35.4% |
| All | -53.8% | -67.0% | +13.2% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling