+518.7%
TEAM vs M
-1.9%
+520.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -3.0% |
| 7D | -0.4% | +4.7% | -5.2% | -1.1% |
| 30D | +67.3% | -9.6% | +76.9% | +69.6% |
| 3M | +86.8% | +0.9% | +85.9% | +86.0% |
| 6M | +146.8% | +22.3% | +124.5% | +138.4% |
| YTD | +16.9% | +6.5% | +10.4% | +14.7% |
| 1Y | +12.8% | +38.8% | -26.0% | +6.3% |
| 3Y | -7.3% | +115.9% | -123.2% | -19.5% |
| 5Y | -50.7% | +28.6% | -79.3% | -54.4% |
| All | +518.7% | -1.9% | +520.6% | +518.3% |
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