-58.4%
TEAM vs PL
+11.6%
-69.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -10.1% | +6.6% | -1.3% |
| 7D | -10.2% | -20.5% | +10.3% | -5.7% |
| 30D | -5.5% | -38.8% | +33.3% | +4.6% |
| 3M | +61.7% | -49.1% | +110.9% | +85.6% |
| 6M | +98.5% | -69.4% | +167.9% | +144.7% |
| YTD | +13.0% | -42.3% | +55.4% | +12.8% |
| 1Y | +13.5% | -14.2% | +27.7% | -0.9% |
| 3Y | +3.6% | +398.7% | -395.1% | -59.2% |
| 5Y | -58.4% | +11.1% | -69.5% | -76.4% |
| All | -58.4% | +11.6% | -69.9% | -76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling