+79.2%
TEAM vs M
+33.1%
+46.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | -16.9% | +0.6% | -17.5% | -16.9% |
| 30D | -26.8% | +7.0% | -33.8% | -26.5% |
| 3M | -1.9% | +3.1% | -5.0% | -1.4% |
| 6M | +79.2% | +33.5% | +45.7% | +104.8% |
| All | +79.2% | +33.1% | +46.0% | +104.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling