-65.4%
TEAM vs P
+279.3%
-344.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.9% |
| 7D | -2.4% | +11.6% | -14.0% | -5.7% |
| 30D | -26.7% | -23.7% | -3.0% | -21.4% |
| 3M | -9.6% | -8.0% | -1.7% | -10.2% |
| 6M | +86.0% | +27.9% | +58.1% | +60.9% |
| YTD | -7.5% | +61.2% | -68.6% | -28.8% |
| 1Y | -1.4% | +28.6% | -30.0% | -20.0% |
| 3Y | -14.3% | +200.5% | -214.8% | -62.9% |
| All | -65.4% | +279.3% | -344.8% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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