+740.1%
TEAM vs RSG
+502.5%
+237.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.5% | -6.7% |
| 7D | -5.7% | -0.7% | -4.9% | -5.3% |
| 30D | +18.3% | +3.3% | +15.1% | +16.5% |
| 3M | +80.2% | +8.5% | +71.8% | +73.7% |
| 6M | +111.0% | -3.5% | +114.5% | +114.4% |
| YTD | +8.8% | +5.5% | +3.3% | +5.4% |
| 1Y | +2.2% | -1.7% | +3.9% | +2.5% |
| 3Y | -14.6% | +56.9% | -71.5% | -35.3% |
| 5Y | -53.8% | +89.4% | -143.2% | -68.4% |
| 10Y | +475.2% | +412.5% | +62.7% | +114.4% |
| All | +740.1% | +502.5% | +237.5% | +152.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling