-65.3%
TEAM vs IR
+44.3%
-109.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +1.4% | -17.5% | -16.8% |
| 7D | -19.8% | +3.7% | -23.5% | -21.3% |
| 30D | -21.5% | +7.4% | -29.0% | -24.6% |
| 3M | +39.5% | -5.9% | +45.4% | +42.4% |
| 6M | +73.1% | +5.6% | +67.5% | +64.3% |
| YTD | -5.2% | +4.8% | -10.1% | -14.7% |
| 1Y | -1.6% | +6.9% | -8.5% | -13.1% |
| 3Y | -11.4% | +27.6% | -39.0% | -39.5% |
| All | -65.3% | +44.3% | -109.6% | -79.4% |
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 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