+631.8%
TEAM vs P
+445.1%
+186.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +3.5% | -19.7% | -17.2% |
| 7D | -19.8% | -23.8% | +4.0% | -14.0% |
| 30D | -21.5% | -36.6% | +15.1% | -11.7% |
| 3M | +39.5% | +10.9% | +28.6% | +31.0% |
| 6M | +73.1% | +30.0% | +43.1% | +50.1% |
| YTD | -5.2% | +44.4% | -49.6% | -22.0% |
| 1Y | -1.6% | +3.9% | -5.5% | -12.3% |
| 3Y | -11.4% | +176.6% | -188.0% | -48.5% |
| 5Y | -65.1% | +249.3% | -314.4% | -81.2% |
| 10Y | +471.3% | +726.9% | -255.6% | +135.6% |
| All | +631.8% | +445.1% | +186.7% | +254.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling