-41.6%
TEAM vs S
-51.7%
+10.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -2.4% | +2.0% | -4.4% | -3.7% |
| 30D | -26.7% | -2.7% | -24.0% | -26.5% |
| 3M | -9.6% | -6.9% | -2.8% | -8.6% |
| 6M | +86.0% | +38.1% | +48.0% | +53.6% |
| YTD | -7.5% | +48.0% | -55.5% | -25.4% |
| 1Y | -1.4% | +34.5% | -35.8% | -17.6% |
| 3Y | -14.3% | +38.3% | -52.6% | -34.6% |
| 5Y | -66.3% | -70.9% | +4.6% | -59.1% |
| All | -41.6% | -51.7% | +10.1% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling