-40.2%
TEAM vs S
-52.7%
+12.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +1.6% | -17.8% | -17.0% |
| 7D | -19.8% | -13.4% | -6.4% | -14.2% |
| 30D | -21.5% | -14.0% | -7.5% | -16.1% |
| 3M | +39.5% | +4.9% | +34.6% | +33.8% |
| 6M | +73.1% | +42.0% | +31.1% | +41.2% |
| YTD | -5.2% | +45.1% | -50.4% | -22.6% |
| 1Y | -1.6% | +33.1% | -34.6% | -17.1% |
| 3Y | -11.4% | +40.6% | -52.1% | -32.8% |
| 5Y | -65.1% | -67.5% | +2.4% | -57.7% |
| All | -40.2% | -52.7% | +12.5% | -28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling