+98.5%
TEAM vs FN
-54.4%
+152.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -14.2% | +10.8% | -4.8% |
| 7D | -10.2% | -16.0% | +5.8% | -11.8% |
| 30D | -5.5% | -40.1% | +34.6% | -12.6% |
| 3M | +61.7% | -43.9% | +105.6% | +50.4% |
| 6M | +98.5% | -55.6% | +154.1% | +78.9% |
| All | +98.5% | -54.4% | +152.9% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 6mo: compounded portfolio wealth divided by compounded FN 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…
6mo analysis · Full analysis span regression · 6 months rolling