-65.7%
TEAM vs RF
+45.3%
-111.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.7% |
| 7D | -22.2% | +0.3% | -22.6% | -22.3% |
| 30D | -28.1% | +6.2% | -34.3% | -30.4% |
| 3M | -2.2% | -7.8% | +5.7% | +1.8% |
| 6M | +62.2% | +5.9% | +56.3% | +56.4% |
| YTD | -8.4% | +9.0% | -17.4% | -14.1% |
| 1Y | -6.6% | +19.3% | -25.9% | -17.0% |
| 3Y | -15.7% | +116.4% | -132.1% | -48.0% |
| 5Y | -65.7% | +46.0% | -111.8% | -73.8% |
| All | -65.7% | +45.3% | -111.0% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling