-65.3%
TEAM vs S
-67.4%
+2.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +1.6% | -17.8% | -17.0% |
| 7D | -19.8% | -13.4% | -6.4% | -13.8% |
| 30D | -21.5% | -14.0% | -7.5% | -15.8% |
| 3M | +39.5% | +4.9% | +34.6% | +33.3% |
| 6M | +73.1% | +42.0% | +31.1% | +38.9% |
| YTD | -5.2% | +45.1% | -50.4% | -23.8% |
| 1Y | -1.6% | +33.1% | -34.6% | -18.3% |
| 3Y | -11.4% | +40.6% | -52.1% | -35.0% |
| All | -65.3% | -67.4% | +2.1% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling