+502.9%
TEAM vs ECL
+149.7%
+353.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.9% | +1.9% |
| 7D | -4.7% | -2.7% | -1.9% | -3.3% |
| 30D | +17.0% | -4.3% | +21.3% | +19.6% |
| 3M | +85.9% | +3.2% | +82.7% | +82.8% |
| 6M | +116.7% | -2.9% | +119.6% | +118.0% |
| YTD | +9.6% | +4.3% | +5.4% | +5.3% |
| 1Y | -2.5% | +1.6% | -4.2% | -5.3% |
| 3Y | -14.0% | +54.3% | -68.2% | -35.0% |
| 5Y | -53.1% | +26.5% | -79.6% | -62.1% |
| 10Y | +502.9% | +155.6% | +347.3% | +221.9% |
| All | +502.9% | +149.7% | +353.2% | +221.9% |
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