-1.4%
TEAM vs RUN
-55.1%
+53.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.7% |
| 7D | -2.4% | -13.5% | +11.1% | -0.6% |
| 30D | -26.7% | +18.3% | -45.0% | -28.8% |
| 3M | -9.6% | -12.5% | +2.8% | -8.5% |
| 6M | +86.0% | -40.3% | +126.4% | +95.2% |
| YTD | -7.5% | -53.1% | +45.6% | +2.1% |
| 1Y | -1.4% | -54.3% | +52.9% | +8.7% |
| All | -1.4% | -55.1% | +53.7% | +8.7% |
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