-11.4%
TEAM vs ECL
+78.2%
-89.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.7% | -14.5% | -15.7% |
| 7D | -19.8% | -0.8% | -19.1% | -19.6% |
| 30D | -21.5% | +8.1% | -29.6% | -23.0% |
| 3M | +39.5% | +6.4% | +33.1% | +37.4% |
| 6M | +73.1% | +14.8% | +58.3% | +67.3% |
| YTD | -5.2% | +15.5% | -20.7% | -10.2% |
| 1Y | -1.6% | +20.1% | -21.7% | -8.6% |
| 3Y | -11.4% | +77.8% | -89.2% | -29.4% |
| All | -11.4% | +78.2% | -89.6% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling