+443.6%
TEAM vs M
-7.1%
+450.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.7% |
| 7D | -2.4% | +7.0% | -9.4% | -3.4% |
| 30D | -26.7% | +8.9% | -35.6% | -27.6% |
| 3M | -9.6% | +4.5% | -14.1% | -10.4% |
| 6M | +86.0% | +36.2% | +49.8% | +77.0% |
| YTD | -7.5% | +15.1% | -22.6% | -10.3% |
| 1Y | -1.4% | +27.4% | -28.8% | -5.9% |
| 3Y | -14.3% | +160.1% | -174.5% | -27.4% |
| 5Y | -66.3% | -1.6% | -64.7% | -69.2% |
| All | +443.6% | -7.1% | +450.7% | +457.1% |
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