+625.9%
TEAM vs RUN
+16.4%
+609.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +1.9% |
| 7D | -19.7% | +3.2% | -22.9% | -20.4% |
| 30D | -26.6% | +19.5% | -46.1% | -29.3% |
| 3M | -1.1% | -9.6% | +8.5% | -0.5% |
| 6M | +74.6% | -37.3% | +111.9% | +85.7% |
| YTD | -6.0% | -50.7% | +44.7% | +1.4% |
| 1Y | -3.2% | -54.1% | +50.8% | +5.3% |
| 3Y | -13.5% | -3.9% | -9.6% | -35.2% |
| 5Y | -65.5% | -84.4% | +18.9% | -65.6% |
| 10Y | +454.5% | +77.5% | +377.0% | +322.8% |
| All | +625.9% | +16.4% | +609.5% | +450.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling