+15.1%
TEAM vs DD
+49.3%
-34.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.8% |
| 7D | -13.7% | +8.7% | -22.4% | -12.9% |
| 30D | -3.4% | +15.3% | -18.8% | -1.8% |
| 3M | +72.1% | +5.9% | +66.2% | +73.4% |
| 6M | +103.8% | +11.6% | +92.2% | +105.2% |
| YTD | +17.1% | +26.5% | -9.4% | +11.1% |
| 1Y | +15.1% | +35.4% | -20.3% | +6.9% |
| All | +15.1% | +49.3% | -34.2% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling