-2.1%
TEAM vs RUN
-57.8%
+55.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.1% | +6.0% | +0.7% |
| 7D | -16.9% | -13.7% | -3.2% | -15.4% |
| 30D | -26.8% | +9.4% | -36.2% | -28.1% |
| 3M | -1.9% | -13.4% | +11.5% | -0.5% |
| 6M | +79.2% | -39.6% | +118.7% | +87.8% |
| YTD | -6.1% | -53.7% | +47.6% | +3.8% |
| 1Y | -2.1% | -56.2% | +54.1% | +8.3% |
| All | -2.1% | -57.8% | +55.8% | +8.3% |
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