+303.4%
TEAM vs IR
+336.9%
-33.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.7% |
| 7D | -22.2% | +1.5% | -23.8% | -22.6% |
| 30D | -28.1% | +9.0% | -37.2% | -30.3% |
| 3M | -2.2% | -0.9% | -1.3% | -2.4% |
| 6M | +62.2% | +13.4% | +48.8% | +53.7% |
| YTD | -8.4% | +8.5% | -16.8% | -14.2% |
| 1Y | -6.6% | +11.3% | -17.9% | -13.6% |
| 3Y | -15.7% | +26.0% | -41.7% | -26.3% |
| 5Y | -65.7% | +47.9% | -113.6% | -72.1% |
| All | +303.4% | +336.9% | -33.5% | +175.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling