-65.3%
TEAM vs SPG
+74.6%
-139.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +0.8% | -17.0% | -16.7% |
| 7D | -19.8% | +4.9% | -24.7% | -22.7% |
| 30D | -21.5% | +15.6% | -37.1% | -29.5% |
| 3M | +39.5% | +4.1% | +35.4% | +34.8% |
| 6M | +73.1% | +13.6% | +59.5% | +55.9% |
| YTD | -5.2% | +27.5% | -32.8% | -23.6% |
| 1Y | -1.6% | +32.2% | -33.8% | -23.1% |
| 3Y | -11.4% | +126.0% | -137.5% | -58.0% |
| All | -65.3% | +74.6% | -139.9% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling