-8.4%
TEAM vs ECL
+58.5%
-66.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.7% |
| 7D | -0.4% | -2.6% | +2.2% | +0.4% |
| 30D | +67.3% | -2.2% | +69.5% | +68.3% |
| 3M | +86.8% | +10.1% | +76.7% | +81.8% |
| 6M | +146.8% | -5.7% | +152.6% | +153.1% |
| YTD | +16.9% | +7.0% | +10.0% | +12.4% |
| 1Y | +12.8% | +2.7% | +10.1% | +10.3% |
| All | -8.4% | +58.5% | -66.9% | -28.6% |
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