-19.8%
TEAM vs PL
+84.9%
-104.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.4% | -2.3% |
| 7D | -0.4% | -9.3% | +8.9% | +1.5% |
| 30D | +67.3% | -18.9% | +86.2% | +74.9% |
| 3M | +86.8% | -58.4% | +145.2% | +120.7% |
| 6M | +146.8% | -30.3% | +177.1% | +146.3% |
| YTD | +16.9% | -8.1% | +25.0% | +6.4% |
| 1Y | +12.8% | +180.5% | -167.7% | -31.2% |
| 3Y | -7.3% | +444.1% | -451.4% | -61.4% |
| 5Y | -50.7% | +83.0% | -133.7% | -74.4% |
| All | -19.8% | +84.9% | -104.7% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling