-53.1%
TEAM vs XYZ
-69.0%
+15.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.2% |
| 7D | -4.7% | -3.7% | -1.0% | -2.8% |
| 30D | +17.0% | +0.5% | +16.5% | +16.7% |
| 3M | +85.9% | +16.3% | +69.6% | +73.2% |
| 6M | +116.7% | +21.1% | +95.5% | +98.6% |
| YTD | +9.6% | +22.0% | -12.4% | -1.1% |
| 1Y | -2.5% | +5.2% | -7.7% | -7.0% |
| 3Y | -14.0% | +49.6% | -63.6% | -37.0% |
| 5Y | -53.1% | -68.4% | +15.4% | -33.6% |
| All | -53.1% | -69.0% | +15.9% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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