-53.8%
TEAM vs DOW
-37.1%
-16.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.4% | -7.4% | -7.1% |
| 7D | -5.7% | -2.9% | -2.8% | -5.0% |
| 30D | +18.3% | +2.0% | +16.4% | +17.5% |
| 3M | +80.2% | -12.5% | +92.8% | +86.3% |
| 6M | +111.0% | -9.2% | +120.2% | +111.5% |
| YTD | +8.8% | +30.8% | -22.0% | -6.2% |
| 1Y | +2.2% | +29.4% | -27.2% | -12.5% |
| 3Y | -14.6% | -34.6% | +20.0% | -4.7% |
| 5Y | -53.8% | -35.9% | -17.8% | -46.9% |
| All | -53.8% | -37.1% | -16.7% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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