-50.3%
TEAM vs IR
+45.6%
-96.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -3.2% |
| 7D | -0.4% | -2.8% | +2.4% | +0.9% |
| 30D | +67.3% | -15.1% | +82.4% | +80.7% |
| 3M | +86.8% | +6.1% | +80.7% | +77.5% |
| 6M | +146.8% | -16.8% | +163.6% | +163.4% |
| YTD | +16.9% | -3.5% | +20.5% | +10.4% |
| 1Y | +12.8% | -3.5% | +16.3% | +5.4% |
| 3Y | -7.3% | +9.5% | -16.7% | -28.5% |
| All | -50.3% | +45.6% | -96.0% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling