-65.3%
TEAM vs RF
+42.5%
-107.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.4% | -15.8% | -16.0% |
| 7D | -19.8% | -0.9% | -18.9% | -19.5% |
| 30D | -21.5% | +6.0% | -27.5% | -23.9% |
| 3M | +39.5% | -8.9% | +48.4% | +46.0% |
| 6M | +73.1% | +2.3% | +70.7% | +69.9% |
| YTD | -5.2% | +7.6% | -12.8% | -10.6% |
| 1Y | -1.6% | +21.2% | -22.7% | -13.4% |
| 3Y | -11.4% | +108.5% | -120.0% | -44.3% |
| All | -65.3% | +42.5% | -107.8% | -73.0% |
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