+141.7%
XLP vs TEAM
+631.8%
-490.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -16.2% | +14.9% | -0.7% |
| 7D | +0.7% | -19.8% | +20.6% | +1.5% |
| 30D | +10.3% | -21.5% | +31.8% | +11.1% |
| 3M | +6.5% | +39.5% | -33.0% | +4.8% |
| 6M | +8.4% | +73.1% | -64.7% | +5.4% |
| YTD | +18.2% | -5.2% | +23.4% | +17.6% |
| 1Y | +22.4% | -1.6% | +24.0% | +21.5% |
| 3Y | +41.9% | -11.4% | +53.3% | +39.6% |
| 5Y | +40.9% | -65.1% | +106.0% | +42.2% |
| 10Y | +128.4% | +471.3% | -342.9% | +102.3% |
| All | +141.7% | +631.8% | -490.1% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEAM.
Daily Out/Under-Performance
Portfolio return minus TEAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEAM 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 TEAM 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