-53.1%
TEAM vs IT
-45.7%
-7.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +2.0% |
| 7D | -4.7% | -9.1% | +4.5% | +2.2% |
| 30D | +17.0% | -12.2% | +29.2% | +28.5% |
| 3M | +85.9% | +7.8% | +78.1% | +72.3% |
| 6M | +116.7% | +2.0% | +114.7% | +109.8% |
| YTD | +9.6% | -32.7% | +42.4% | +42.4% |
| 1Y | -2.5% | -31.1% | +28.6% | +23.1% |
| 3Y | -14.0% | -52.1% | +38.1% | +29.6% |
| 5Y | -53.1% | -46.3% | -6.8% | -39.1% |
| All | -53.1% | -45.7% | -7.4% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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