+625.2%
TEAM vs USFR
+30.0%
+595.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -16.9% | +0.1% | -17.0% | -17.0% |
| 30D | -26.8% | +0.4% | -27.2% | -27.2% |
| 3M | -1.9% | +1.0% | -2.9% | -3.2% |
| 6M | +79.2% | +2.0% | +77.1% | +74.5% |
| YTD | -6.1% | +3.4% | -9.5% | -10.1% |
| 1Y | -2.1% | +4.1% | -6.2% | -7.0% |
| 3Y | -13.6% | +14.4% | -28.0% | -26.0% |
| 5Y | -65.8% | +21.4% | -87.2% | -72.9% |
| 10Y | +454.0% | +28.5% | +425.5% | +293.8% |
| All | +625.2% | +30.0% | +595.2% | +390.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling