-9.3%
TEAM vs FDS
-24.3%
+15.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | -17.2% | -5.0% | -12.2% | -13.7% |
| 30D | -25.1% | +13.8% | -38.9% | -32.6% |
| 3M | +3.9% | +14.8% | -10.9% | -7.0% |
| 6M | +69.1% | +47.4% | +21.7% | +28.9% |
| YTD | -4.5% | +14.2% | -18.6% | -17.0% |
| 1Y | -1.9% | +26.6% | -28.5% | -19.5% |
| 3Y | -9.3% | -24.4% | +15.1% | -8.1% |
| All | -9.3% | -24.3% | +15.0% | -8.1% |
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