+443.6%
TEAM vs USFR
+28.6%
+415.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -26.7% | +0.4% | -27.1% | -26.8% |
| 3M | -9.6% | +1.1% | -10.7% | -9.9% |
| 6M | +86.0% | +2.0% | +84.0% | +85.0% |
| YTD | -7.5% | +3.5% | -11.0% | -8.2% |
| 1Y | -1.4% | +4.1% | -5.4% | -2.3% |
| 3Y | -14.3% | +14.4% | -28.7% | -14.9% |
| 5Y | -66.3% | +21.4% | -87.7% | -66.8% |
| All | +443.6% | +28.6% | +415.1% | +432.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling