-14.6%
TEAM vs SPG
+112.2%
-126.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.2% | -8.1% | -7.5% |
| 7D | -5.7% | 0.0% | -5.7% | -5.7% |
| 30D | +18.3% | -4.9% | +23.3% | +21.2% |
| 3M | +80.2% | +3.3% | +76.9% | +77.5% |
| 6M | +111.0% | +11.2% | +99.8% | +97.3% |
| YTD | +8.8% | +17.1% | -8.2% | -2.3% |
| 1Y | +2.2% | +21.6% | -19.4% | -10.9% |
| 3Y | -14.6% | +111.9% | -126.5% | -47.3% |
| All | -14.6% | +112.2% | -126.8% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling