+802.8%
TEAM vs USFR
+28.9%
+773.8%
-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 | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +67.3% | +0.3% | +67.0% | +66.6% |
| 3M | +86.8% | +1.0% | +85.8% | +84.3% |
| 6M | +146.8% | +1.9% | +144.9% | +140.8% |
| YTD | +16.9% | +2.6% | +14.3% | +13.1% |
| 1Y | +12.8% | +4.0% | +8.8% | +7.3% |
| 3Y | -7.3% | +14.1% | -21.4% | -20.2% |
| 5Y | -50.7% | +20.4% | -71.1% | -60.5% |
| 10Y | +529.8% | +28.0% | +501.8% | +341.9% |
| All | +802.8% | +28.9% | +773.8% | +517.5% |
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 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