+441.0%
TEAM vs M
-3.0%
+444.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.1% |
| 7D | -22.2% | +5.0% | -27.2% | -22.7% |
| 30D | -28.1% | +10.6% | -38.8% | -29.2% |
| 3M | -2.2% | +1.6% | -3.7% | -2.6% |
| 6M | +62.2% | +30.8% | +31.4% | +55.3% |
| YTD | -8.4% | +16.9% | -25.2% | -11.4% |
| 1Y | -6.6% | +26.3% | -32.9% | -10.8% |
| 3Y | -15.7% | +158.6% | -174.3% | -28.5% |
| 5Y | -65.7% | +2.1% | -67.8% | -68.8% |
| 10Y | +441.0% | -4.3% | +445.3% | +455.3% |
| All | +441.0% | -3.0% | +444.0% | +455.3% |
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