-65.3%
TEAM vs COMP
-17.6%
-47.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +10.7% | -26.9% | -19.0% |
| 7D | -19.8% | +13.4% | -33.3% | -23.2% |
| 30D | -21.5% | +11.1% | -32.6% | -24.5% |
| 3M | +39.5% | -18.8% | +58.3% | +45.5% |
| 6M | +73.1% | +10.5% | +62.6% | +64.5% |
| YTD | -5.2% | -3.4% | -1.8% | -9.1% |
| 1Y | -1.6% | +19.7% | -21.3% | -11.6% |
| 3Y | -11.4% | +381.6% | -393.1% | -55.0% |
| All | -65.3% | -17.6% | -47.7% | -68.6% |
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