-11.4%
TEAM vs S
+34.5%
-45.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +1.6% | -17.8% | -17.0% |
| 7D | -19.8% | -13.4% | -6.4% | -13.9% |
| 30D | -21.5% | -14.0% | -7.5% | -15.9% |
| 3M | +39.5% | +4.9% | +34.6% | +33.2% |
| 6M | +73.1% | +42.0% | +31.1% | +39.4% |
| YTD | -5.2% | +45.1% | -50.4% | -24.0% |
| 1Y | -1.6% | +33.1% | -34.6% | -18.9% |
| 3Y | -11.4% | +40.6% | -52.1% | -32.8% |
| All | -11.4% | +34.5% | -45.9% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling