-15.0%
TEAM vs COMP
-47.7%
+32.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.2% | -2.8% |
| 7D | -0.4% | +1.4% | -1.8% | -0.8% |
| 30D | +67.3% | -13.3% | +80.6% | +73.4% |
| 3M | +86.8% | +41.1% | +45.7% | +69.3% |
| 6M | +146.8% | +17.2% | +129.6% | +128.8% |
| YTD | +16.9% | +5.2% | +11.7% | +11.1% |
| 1Y | +12.8% | +18.9% | -6.1% | +2.2% |
| 3Y | -7.3% | +215.9% | -223.2% | -44.2% |
| 5Y | -50.7% | -31.2% | -19.5% | -61.1% |
| All | -15.0% | -47.7% | +32.7% | -29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling