-65.2%
TEAM vs COMP
-13.7%
-51.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | -0.7% |
| 7D | -17.2% | +14.5% | -31.7% | -20.8% |
| 30D | -25.1% | +14.9% | -40.0% | -28.6% |
| 3M | +3.9% | -14.2% | +18.1% | +6.8% |
| 6M | +69.1% | +23.7% | +45.4% | +56.1% |
| YTD | -4.5% | +2.1% | -6.5% | -9.7% |
| 1Y | -1.9% | +26.2% | -28.1% | -13.1% |
| 3Y | -9.3% | +470.9% | -480.2% | -56.3% |
| 5Y | -65.2% | -14.0% | -51.1% | -68.9% |
| All | -65.2% | -13.7% | -51.5% | -68.9% |
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