-22.2%
TEAM vs RGTI
+53.9%
-76.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.4% | +1.1% |
| 7D | -4.7% | +2.5% | -7.2% | -4.9% |
| 30D | +17.0% | -13.7% | +30.7% | +18.4% |
| 3M | +85.9% | -22.6% | +108.5% | +89.0% |
| 6M | +116.7% | -13.4% | +130.1% | +114.4% |
| YTD | +9.6% | -31.2% | +40.8% | +10.2% |
| 1Y | -2.5% | -7.6% | +5.1% | -7.5% |
| 3Y | -14.0% | +669.7% | -683.7% | -50.4% |
| 5Y | -53.1% | +57.0% | -110.1% | -60.1% |
| All | -22.2% | +53.9% | -76.1% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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