-65.3%
TEAM vs D
+12.5%
-77.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.5% | -14.7% | -16.0% |
| 7D | -19.8% | +3.0% | -22.8% | -20.1% |
| 30D | -21.5% | +11.5% | -33.0% | -22.4% |
| 3M | +39.5% | +3.7% | +35.8% | +39.0% |
| 6M | +73.1% | +13.5% | +59.5% | +69.8% |
| YTD | -5.2% | +20.7% | -25.9% | -8.7% |
| 1Y | -1.6% | +18.2% | -19.8% | -4.9% |
| 3Y | -11.4% | +73.3% | -84.8% | -27.2% |
| All | -65.3% | +12.5% | -77.8% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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