+1.7%
TEAM vs USFR
+4.1%
-2.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | -0.9% |
| 7D | -5.2% | +0.1% | -5.4% | -6.8% |
| 30D | +15.8% | +0.4% | +15.4% | +9.8% |
| 3M | +101.5% | +1.0% | +100.4% | +61.8% |
| 6M | +138.2% | +2.0% | +136.2% | +60.4% |
| YTD | +10.8% | +2.8% | +8.1% | -36.1% |
| 1Y | +1.7% | +4.1% | -2.4% | -60.3% |
| All | +1.7% | +4.1% | -2.4% | -60.3% |
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