+467.0%
TEAM vs M
+3.7%
+463.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.1% | -7.3% | -0.3% |
| 7D | -17.2% | +2.5% | -19.7% | -17.5% |
| 30D | -25.1% | +10.1% | -35.2% | -26.1% |
| 3M | +3.9% | -0.9% | +4.8% | +3.8% |
| 6M | +69.1% | +30.2% | +38.9% | +62.0% |
| YTD | -4.5% | +16.3% | -20.8% | -7.5% |
| 1Y | -1.9% | +27.0% | -28.8% | -6.3% |
| 3Y | -9.3% | +154.5% | -163.8% | -23.0% |
| 5Y | -65.2% | -1.1% | -64.1% | -68.2% |
| 10Y | +467.0% | +0.5% | +466.5% | +474.6% |
| All | +467.0% | +3.7% | +463.3% | +474.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling