+15.1%
TEAM vs RUN
-53.7%
+68.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -13.7% | +18.5% | -32.2% | -15.7% |
| 30D | -3.4% | +15.5% | -18.9% | -5.4% |
| 3M | +72.1% | -20.3% | +92.4% | +75.6% |
| 6M | +103.8% | -30.8% | +134.6% | +110.0% |
| YTD | +17.1% | -52.2% | +69.3% | +27.4% |
| 1Y | +15.1% | -53.9% | +69.0% | +25.0% |
| All | +15.1% | -53.7% | +68.8% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling