-8.4%
TEAM vs FDS
-27.1%
+18.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.9% | +0.1% |
| 7D | -0.4% | -1.9% | +1.5% | +1.1% |
| 30D | +67.3% | +9.0% | +58.3% | +58.2% |
| 3M | +86.8% | +18.9% | +67.9% | +66.2% |
| 6M | +146.8% | +35.1% | +111.7% | +103.2% |
| YTD | +16.9% | +5.5% | +11.4% | +9.0% |
| 1Y | +12.8% | -16.8% | +29.6% | +18.6% |
| All | -8.4% | -27.1% | +18.7% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling