+382.5%
TEAM vs IR
+274.4%
+108.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.8% | +1.4% |
| 7D | -4.7% | -1.9% | -2.8% | -4.1% |
| 30D | +17.0% | -15.0% | +32.1% | +23.1% |
| 3M | +85.9% | -0.4% | +86.3% | +84.2% |
| 6M | +116.7% | -15.0% | +131.7% | +123.7% |
| YTD | +9.6% | -7.1% | +16.7% | +8.1% |
| 1Y | -2.5% | -7.5% | +5.0% | -4.1% |
| 3Y | -14.0% | +6.3% | -20.3% | -20.4% |
| 5Y | -53.1% | +37.3% | -90.4% | -60.4% |
| All | +382.5% | +274.4% | +108.1% | +247.4% |
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