-58.4%
TEAM vs COMP
-28.0%
-30.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -8.2% | +4.7% | -1.3% |
| 7D | -10.2% | -1.8% | -8.4% | -9.9% |
| 30D | -5.5% | -0.8% | -4.8% | -5.7% |
| 3M | +61.7% | -28.1% | +89.9% | +75.5% |
| 6M | +98.5% | +27.0% | +71.5% | +80.3% |
| YTD | +13.0% | -12.8% | +25.8% | +12.2% |
| 1Y | +13.5% | +4.9% | +8.6% | +6.5% |
| 3Y | +3.6% | +321.0% | -317.4% | -44.9% |
| 5Y | -58.4% | -25.6% | -32.8% | -62.2% |
| All | -58.4% | -28.0% | -30.4% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling