-11.4%
TEAM vs Z
-21.1%
+9.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -2.4% | -13.7% | -15.1% |
| 7D | -19.8% | -4.6% | -15.3% | -18.6% |
| 30D | -21.5% | +8.3% | -29.8% | -25.3% |
| 3M | +39.5% | -11.6% | +51.1% | +45.3% |
| 6M | +73.1% | -33.6% | +106.7% | +102.7% |
| YTD | -5.2% | -56.7% | +51.5% | +29.5% |
| 1Y | -1.6% | -59.1% | +57.6% | +36.7% |
| 3Y | -11.4% | -20.4% | +8.9% | -3.6% |
| All | -11.4% | -21.1% | +9.6% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 3y: compounded portfolio wealth divided by compounded Z 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…
3y analysis · Full analysis span regression · 6 months rolling