-2.0%
TEAM vs S
+38.1%
-40.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +1.6% |
| 7D | -19.7% | +1.2% | -21.0% | -20.8% |
| 30D | -26.6% | -7.3% | -19.3% | -23.9% |
| 3M | -1.1% | +5.9% | -6.9% | -8.3% |
| 6M | +74.6% | +45.6% | +29.0% | +24.8% |
| YTD | -6.0% | +58.5% | -64.5% | -39.5% |
| All | -2.0% | +38.1% | -40.1% | -36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling