-53.1%
TEAM vs RUN
-80.3%
+27.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +1.6% |
| 7D | -4.7% | -1.8% | -2.9% | -4.4% |
| 30D | +17.0% | -10.8% | +27.9% | +19.3% |
| 3M | +85.9% | -30.2% | +116.1% | +97.6% |
| 6M | +116.7% | -22.3% | +139.0% | +122.5% |
| YTD | +9.6% | -52.2% | +61.8% | +21.3% |
| 1Y | -2.5% | -45.1% | +42.6% | +2.9% |
| 3Y | -14.0% | -37.1% | +23.1% | -36.0% |
| 5Y | -53.1% | -80.3% | +27.2% | -52.3% |
| All | -53.1% | -80.3% | +27.2% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling