+802.8%
TEAM vs XYZ
+589.7%
+213.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.3% |
| 7D | -0.4% | -1.0% | +0.5% | -0.1% |
| 30D | +67.3% | -1.7% | +69.0% | +68.3% |
| 3M | +86.8% | +16.7% | +70.0% | +75.1% |
| 6M | +146.8% | +26.9% | +120.0% | +124.4% |
| YTD | +16.9% | +27.1% | -10.2% | +4.9% |
| 1Y | +12.8% | +9.3% | +3.5% | +6.5% |
| 3Y | -7.3% | +42.3% | -49.5% | -26.7% |
| 5Y | -50.7% | -69.3% | +18.6% | -35.7% |
| 10Y | +529.8% | +586.8% | -57.0% | +187.1% |
| All | +802.8% | +589.7% | +213.1% | +284.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling