-65.4%
TEAM vs DD
+67.2%
-132.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.2% |
| 7D | -2.4% | +5.0% | -7.4% | -4.9% |
| 30D | -26.7% | +19.7% | -46.4% | -33.4% |
| 3M | -9.6% | +7.2% | -16.8% | -13.4% |
| 6M | +86.0% | +1.0% | +85.0% | +82.7% |
| YTD | -7.5% | +29.1% | -36.6% | -24.1% |
| 1Y | -1.4% | +28.5% | -29.8% | -18.9% |
| 3Y | -14.3% | +89.4% | -103.8% | -49.2% |
| All | -65.4% | +67.2% | -132.7% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling