+1.7%
TEAM vs RUN
-47.1%
+48.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -5.2% | -3.7% | -1.5% | -4.8% |
| 30D | +15.8% | -13.0% | +28.8% | +17.8% |
| 3M | +101.5% | -31.8% | +133.3% | +108.8% |
| 6M | +138.2% | -32.2% | +170.4% | +146.2% |
| YTD | +10.8% | -53.5% | +64.3% | +20.7% |
| 1Y | +1.7% | -46.5% | +48.2% | +6.7% |
| All | +1.7% | -47.1% | +48.8% | +6.7% |
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