-65.7%
TEAM vs IT
-43.9%
-21.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.3% |
| 7D | -22.2% | -7.5% | -14.7% | -17.5% |
| 30D | -28.1% | -1.2% | -27.0% | -29.2% |
| 3M | -2.2% | -2.2% | 0.0% | -3.5% |
| 6M | +62.2% | +19.1% | +43.1% | +36.1% |
| YTD | -8.4% | -25.1% | +16.8% | +7.1% |
| 1Y | -6.6% | -17.4% | +10.8% | +0.7% |
| 3Y | -15.7% | -54.1% | +38.4% | +36.9% |
| 5Y | -65.7% | -42.7% | -23.1% | -58.1% |
| All | -65.7% | -43.9% | -21.8% | -58.1% |
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