+475.2%
TEAM vs CAPR
-77.1%
+552.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.6% | -3.3% | -6.9% |
| 7D | -5.7% | -9.5% | +3.8% | -5.5% |
| 30D | +18.3% | +121.5% | -103.2% | +16.4% |
| 3M | +80.2% | -65.4% | +145.6% | +81.3% |
| 6M | +111.0% | -67.5% | +178.5% | +112.1% |
| YTD | +8.8% | -68.6% | +77.4% | +9.4% |
| 1Y | +2.2% | +42.7% | -40.5% | -5.6% |
| 3Y | -14.6% | +43.4% | -58.0% | -24.0% |
| 5Y | -53.8% | +86.0% | -139.8% | -59.8% |
| 10Y | +475.2% | -77.4% | +552.6% | +399.9% |
| All | +475.2% | -77.1% | +552.3% | +399.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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