-36.6%
TEAM vs PL
+40.9%
-77.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -2.4% | +10.0% | -12.4% | -4.6% |
| 30D | -26.7% | -2.3% | -24.4% | -27.0% |
| 3M | -9.6% | -44.2% | +34.6% | +0.7% |
| 6M | +86.0% | -66.1% | +152.1% | +124.9% |
| YTD | -7.5% | -30.0% | +22.5% | -12.1% |
| 1Y | -1.4% | +21.0% | -22.4% | -21.2% |
| 3Y | -14.3% | +516.5% | -530.8% | -68.0% |
| 5Y | -66.3% | +32.0% | -98.3% | -81.7% |
| All | -36.6% | +40.9% | -77.5% | -66.1% |
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