-65.3%
TEAM vs M
-11.5%
-53.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -4.6% | -11.6% | -14.6% |
| 7D | -19.8% | -4.3% | -15.6% | -18.6% |
| 30D | -21.5% | +1.3% | -22.8% | -21.9% |
| 3M | +39.5% | -7.4% | +46.9% | +42.4% |
| 6M | +73.1% | +18.3% | +54.7% | +60.6% |
| YTD | -5.2% | +7.6% | -12.8% | -10.4% |
| 1Y | -1.6% | +17.4% | -19.0% | -10.3% |
| 3Y | -11.4% | +108.4% | -119.8% | -42.0% |
| All | -65.3% | -11.5% | -53.8% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling