+772.8%
TEAM vs RF
+337.5%
+435.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.3% | -2.9% |
| 7D | -10.2% | -1.6% | -8.6% | -9.8% |
| 30D | -5.5% | +5.0% | -10.5% | -6.8% |
| 3M | +61.7% | -10.0% | +71.7% | +66.0% |
| 6M | +98.5% | +3.3% | +95.1% | +96.3% |
| YTD | +13.0% | +7.9% | +5.1% | +10.0% |
| 1Y | +13.5% | +21.2% | -7.7% | +7.0% |
| 3Y | +3.6% | +105.8% | -102.2% | -14.3% |
| 5Y | -58.4% | +43.7% | -102.1% | -63.1% |
| 10Y | +581.4% | +289.4% | +291.9% | +339.3% |
| All | +772.8% | +337.5% | +435.3% | +491.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling