-34.5%
TEAM vs PL
+46.6%
-81.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +14.5% | -13.7% | -2.3% |
| 7D | -17.2% | +10.9% | -28.1% | -19.6% |
| 30D | -25.1% | -16.4% | -8.7% | -22.9% |
| 3M | +3.9% | -39.9% | +43.9% | +14.0% |
| 6M | +69.1% | -63.2% | +132.3% | +100.4% |
| YTD | -4.5% | -27.1% | +22.7% | -9.9% |
| 1Y | -1.9% | +12.2% | -14.0% | -19.8% |
| 3Y | -9.3% | +584.3% | -593.6% | -67.3% |
| 5Y | -65.2% | +37.0% | -102.1% | -81.3% |
| All | -34.5% | +46.6% | -81.1% | -65.3% |
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