-65.4%
TEAM vs XYZ
-63.1%
-2.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -2.9% |
| 7D | -2.4% | -1.1% | -1.3% | -2.0% |
| 30D | -26.7% | +11.5% | -38.2% | -31.3% |
| 3M | -9.6% | +1.8% | -11.4% | -11.6% |
| 6M | +86.0% | +21.2% | +64.8% | +67.9% |
| YTD | -7.5% | +29.9% | -37.4% | -20.2% |
| 1Y | -1.4% | +35.8% | -37.1% | -17.3% |
| 3Y | -14.3% | +62.6% | -76.9% | -40.4% |
| All | -65.4% | -63.1% | -2.4% | -37.3% |
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