-65.3%
TEAM vs P
+247.4%
-312.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +3.5% | -19.7% | -17.2% |
| 7D | -19.8% | -23.8% | +4.0% | -13.6% |
| 30D | -21.5% | -36.6% | +15.1% | -11.0% |
| 3M | +39.5% | +10.9% | +28.6% | +29.7% |
| 6M | +73.1% | +30.0% | +43.1% | +46.9% |
| YTD | -5.2% | +44.4% | -49.6% | -24.6% |
| 1Y | -1.6% | +3.9% | -5.5% | -13.7% |
| 3Y | -11.4% | +176.6% | -188.0% | -61.1% |
| All | -65.3% | +247.4% | -312.7% | -86.8% |
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