-14.6%
TEAM vs SMR
+88.2%
-102.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +15.3% | -22.2% | -8.1% |
| 7D | -5.7% | +21.4% | -27.1% | -7.2% |
| 30D | +18.3% | +13.8% | +4.5% | +16.9% |
| 3M | +80.2% | +3.9% | +76.3% | +78.4% |
| 6M | +111.0% | -4.2% | +115.2% | +108.1% |
| YTD | +8.8% | -21.1% | +29.9% | +8.2% |
| 1Y | +2.2% | -67.1% | +69.2% | +7.4% |
| 3Y | -14.6% | +88.9% | -103.5% | -27.5% |
| All | -14.6% | +88.2% | -102.8% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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