-53.1%
TEAM vs USFR
+20.4%
-73.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.7% | +0.1% | -4.7% | -4.8% |
| 30D | +17.0% | +0.3% | +16.8% | +16.3% |
| 3M | +85.9% | +1.0% | +84.9% | +81.7% |
| 6M | +116.7% | +1.9% | +114.7% | +108.3% |
| YTD | +9.6% | +2.7% | +7.0% | +4.4% |
| 1Y | -2.5% | +4.0% | -6.5% | -8.8% |
| 3Y | -14.0% | +14.0% | -28.0% | -10.9% |
| 5Y | -53.1% | +20.4% | -73.5% | -49.5% |
| All | -53.1% | +20.4% | -73.5% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling