-2.5%
TEAM vs SPG
+19.3%
-21.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.2% | +0.2% |
| 7D | -4.7% | -1.7% | -3.0% | -5.0% |
| 30D | +17.0% | -6.3% | +23.3% | +15.4% |
| 3M | +85.9% | -2.4% | +88.3% | +88.3% |
| 6M | +116.7% | +9.6% | +107.0% | +125.8% |
| YTD | +9.6% | +14.2% | -4.6% | +14.9% |
| 1Y | -2.5% | +19.3% | -21.8% | +1.2% |
| All | -2.5% | +19.3% | -21.8% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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