-9.3%
TEAM vs RF
+115.2%
-124.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -0.2% |
| 7D | -17.2% | -0.1% | -17.1% | -17.1% |
| 30D | -25.1% | +7.0% | -32.1% | -27.4% |
| 3M | +3.9% | -7.0% | +10.9% | +7.1% |
| 6M | +69.1% | +6.8% | +62.3% | +63.1% |
| YTD | -4.5% | +9.9% | -14.4% | -10.4% |
| 1Y | -1.9% | +21.1% | -23.0% | -12.9% |
| 3Y | -9.3% | +119.6% | -129.0% | -42.5% |
| All | -9.3% | +115.2% | -124.5% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling