+614.2%
TEAM vs IT
+107.3%
+506.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.9% |
| 7D | -2.4% | +1.1% | -3.5% | -3.0% |
| 30D | -26.7% | -1.8% | -24.9% | -27.0% |
| 3M | -9.6% | +4.8% | -14.5% | -13.5% |
| 6M | +86.0% | +33.0% | +53.0% | +54.3% |
| YTD | -7.5% | -23.8% | +16.3% | +3.2% |
| 1Y | -1.4% | -16.5% | +15.2% | +4.5% |
| 3Y | -14.3% | -53.6% | +39.3% | +21.5% |
| 5Y | -66.3% | -42.1% | -24.2% | -57.8% |
| 10Y | +445.6% | +90.1% | +355.5% | +304.3% |
| All | +614.2% | +107.3% | +506.9% | +389.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling