+740.1%
TEAM vs BR
+280.4%
+459.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.5% | -4.5% | -4.9% |
| 7D | -5.7% | -5.9% | +0.3% | -0.6% |
| 30D | +18.3% | +1.9% | +16.5% | +16.7% |
| 3M | +80.2% | +14.7% | +65.6% | +62.7% |
| 6M | +111.0% | -12.8% | +123.7% | +138.2% |
| YTD | +8.8% | -23.0% | +31.8% | +35.2% |
| 1Y | +2.2% | -31.7% | +33.8% | +39.1% |
| 3Y | -14.6% | -4.8% | -9.8% | -11.3% |
| 5Y | -53.8% | +7.8% | -61.6% | -56.3% |
| 10Y | +475.2% | +184.1% | +291.2% | +168.6% |
| All | +740.1% | +280.4% | +459.6% | +183.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 all: compounded portfolio wealth divided by compounded BR 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…
all analysis · Full analysis span regression · 6 months rolling