-50.3%
TEAM vs D
+5.6%
-55.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.6% |
| 7D | -0.4% | +1.5% | -1.9% | -0.6% |
| 30D | +67.3% | -2.6% | +69.9% | +67.8% |
| 3M | +86.8% | 0.0% | +86.8% | +86.6% |
| 6M | +146.8% | +7.4% | +139.5% | +143.3% |
| YTD | +16.9% | +15.9% | +1.1% | +13.3% |
| 1Y | +12.8% | +18.1% | -5.3% | +8.4% |
| 3Y | -7.3% | +58.4% | -65.7% | -21.2% |
| All | -50.3% | +5.6% | -55.9% | -50.8% |
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