-1.4%
TEAM vs RF
+18.9%
-20.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.7% |
| 7D | -2.4% | +1.9% | -4.3% | -2.6% |
| 30D | -26.7% | +7.3% | -34.0% | -27.3% |
| 3M | -9.6% | -7.9% | -1.7% | -9.3% |
| 6M | +86.0% | +10.5% | +75.5% | +85.3% |
| YTD | -7.5% | +9.6% | -17.1% | -8.3% |
| 1Y | -1.4% | +20.3% | -21.7% | -7.1% |
| All | -1.4% | +18.9% | -20.2% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling