+15.1%
TEAM vs USFR
+4.1%
+11.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -13.7% | +0.1% | -13.8% | -13.5% |
| 30D | -3.4% | +0.4% | -3.8% | -2.6% |
| 3M | +72.1% | +1.1% | +71.1% | +66.7% |
| 6M | +103.8% | +2.0% | +101.8% | +68.0% |
| YTD | +17.1% | +3.4% | +13.7% | -0.5% |
| 1Y | +15.1% | +4.1% | +11.0% | +2.8% |
| All | +15.1% | +4.1% | +11.0% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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