+443.6%
TEAM vs ECL
+197.5%
+246.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -2.3% |
| 7D | -2.4% | +2.9% | -5.3% | -3.8% |
| 30D | -26.7% | +7.5% | -34.2% | -29.5% |
| 3M | -9.6% | +12.2% | -21.9% | -15.2% |
| 6M | +86.0% | +24.6% | +61.5% | +64.8% |
| YTD | -7.5% | +18.8% | -26.3% | -17.2% |
| 1Y | -1.4% | +19.3% | -20.7% | -12.1% |
| 3Y | -14.3% | +78.2% | -92.5% | -40.1% |
| 5Y | -66.3% | +38.8% | -105.1% | -74.3% |
| All | +443.6% | +197.5% | +246.1% | +170.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling