-52.7%
TEAM vs RSG
+89.5%
-142.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.4% |
| 7D | -7.8% | -1.8% | -6.0% | -6.8% |
| 30D | +16.5% | +2.8% | +13.8% | +14.8% |
| 3M | +96.2% | +4.3% | +91.9% | +92.6% |
| 6M | +130.2% | -0.5% | +130.7% | +130.8% |
| YTD | +10.7% | +5.2% | +5.5% | +7.3% |
| 1Y | +3.0% | -2.1% | +5.1% | +4.0% |
| 3Y | -13.1% | +56.5% | -69.6% | -40.5% |
| 5Y | -52.7% | +89.5% | -142.2% | -73.4% |
| All | -52.7% | +89.5% | -142.3% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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