-65.4%
TEAM vs D
+13.1%
-78.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -2.4% | -1.4% | -1.0% | -2.3% |
| 30D | -26.7% | +7.7% | -34.5% | -27.3% |
| 3M | -9.6% | -0.3% | -9.3% | -9.6% |
| 6M | +86.0% | +10.1% | +76.0% | +83.2% |
| YTD | -7.5% | +19.1% | -26.6% | -10.9% |
| 1Y | -1.4% | +15.9% | -17.3% | -4.4% |
| 3Y | -14.3% | +75.0% | -89.3% | -30.5% |
| All | -65.4% | +13.1% | -78.5% | -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