+625.9%
TEAM vs USFR
+30.0%
+595.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -19.7% | +0.1% | -19.8% | -19.8% |
| 30D | -26.6% | +0.4% | -27.0% | -27.0% |
| 3M | -1.1% | +1.1% | -2.1% | -2.4% |
| 6M | +74.6% | +2.1% | +72.5% | +70.0% |
| YTD | -6.0% | +3.4% | -9.4% | -10.0% |
| 1Y | -3.2% | +4.1% | -7.3% | -8.1% |
| 3Y | -13.5% | +14.4% | -27.9% | -25.9% |
| 5Y | -65.5% | +21.4% | -86.9% | -72.7% |
| 10Y | +454.5% | +28.5% | +426.0% | +294.1% |
| All | +625.9% | +30.0% | +595.9% | +391.2% |
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