-7.9%
TEAM vs IR
+9.5%
-17.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.9% |
| 7D | -0.4% | -2.8% | +2.4% | +0.1% |
| 30D | +67.3% | -15.1% | +82.4% | +72.5% |
| 3M | +86.8% | +6.1% | +80.7% | +82.1% |
| 6M | +146.8% | -16.8% | +163.6% | +156.3% |
| YTD | +16.9% | -3.5% | +20.5% | +12.2% |
| 1Y | +12.8% | -3.5% | +16.3% | +7.5% |
| All | -7.9% | +9.5% | -17.4% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling