+802.8%
TEAM vs CAPR
-76.2%
+879.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.6% |
| 7D | -0.4% | -2.0% | +1.5% | -0.4% |
| 30D | +67.3% | +139.2% | -71.9% | +64.2% |
| 3M | +86.8% | -66.4% | +153.1% | +88.0% |
| 6M | +146.8% | -63.1% | +210.0% | +147.5% |
| YTD | +16.9% | -67.4% | +84.4% | +17.4% |
| 1Y | +12.8% | +58.2% | -45.5% | +3.8% |
| 3Y | -7.3% | +42.2% | -49.5% | -17.6% |
| 5Y | -50.7% | +87.3% | -138.0% | -57.2% |
| 10Y | +529.8% | -75.3% | +605.1% | +431.1% |
| All | +802.8% | -76.2% | +879.0% | +713.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling