-35.5%
TEAM vs PL
+46.3%
-81.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | -19.7% | +13.4% | -33.1% | -22.4% |
| 30D | -26.6% | -10.2% | -16.5% | -25.6% |
| 3M | -1.1% | -39.5% | +38.4% | +8.4% |
| 6M | +74.6% | -65.7% | +140.3% | +110.7% |
| YTD | -6.0% | -27.3% | +21.3% | -11.3% |
| 1Y | -3.2% | +15.0% | -18.2% | -21.4% |
| 3Y | -13.5% | +560.8% | -574.4% | -68.4% |
| 5Y | -65.5% | +38.4% | -103.9% | -81.5% |
| All | -35.5% | +46.3% | -81.9% | -65.8% |
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