+15.1%
TEAM vs SITM
+47.5%
-32.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.4% | +8.7% | -1.5% |
| 7D | -13.7% | -19.5% | +5.8% | -15.5% |
| 30D | -3.4% | -43.2% | +39.8% | -9.1% |
| 3M | +72.1% | -30.8% | +103.0% | +67.7% |
| 6M | +103.8% | -28.6% | +132.4% | +100.9% |
| YTD | +17.1% | +14.2% | +2.9% | +19.9% |
| 1Y | +15.1% | +44.4% | -29.3% | +17.7% |
| All | +15.1% | +47.5% | -32.4% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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