-35.0%
TEAM vs PL
+28.1%
-63.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +10.4% | -26.5% | -18.3% |
| 7D | -19.8% | -6.8% | -13.0% | -19.1% |
| 30D | -21.5% | -29.3% | +7.8% | -16.1% |
| 3M | +39.5% | -44.8% | +84.3% | +56.4% |
| 6M | +73.1% | -68.4% | +141.4% | +111.3% |
| YTD | -5.2% | -36.4% | +31.1% | -7.9% |
| 1Y | -1.6% | +0.7% | -2.3% | -17.7% |
| 3Y | -11.4% | +455.3% | -466.8% | -66.1% |
| 5Y | -65.1% | +22.7% | -87.8% | -80.7% |
| All | -35.0% | +28.1% | -63.1% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling