-11.4%
TEAM vs COMP
+353.8%
-365.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +10.7% | -26.9% | -17.8% |
| 7D | -19.8% | +13.4% | -33.3% | -21.8% |
| 30D | -21.5% | +11.1% | -32.6% | -23.3% |
| 3M | +39.5% | -18.8% | +58.3% | +43.3% |
| 6M | +73.1% | +10.5% | +62.6% | +68.6% |
| YTD | -5.2% | -3.4% | -1.8% | -6.3% |
| 1Y | -1.6% | +19.7% | -21.3% | -6.4% |
| 3Y | -11.4% | +381.6% | -393.1% | -39.5% |
| All | -11.4% | +353.8% | -365.2% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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