+802.8%
TEAM vs ECL
+168.8%
+633.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.7% |
| 7D | -0.4% | -2.6% | +2.2% | +0.9% |
| 30D | +67.3% | -2.2% | +69.5% | +69.1% |
| 3M | +86.8% | +10.1% | +76.7% | +77.5% |
| 6M | +146.8% | -5.7% | +152.6% | +151.9% |
| YTD | +16.9% | +7.0% | +10.0% | +10.9% |
| 1Y | +12.8% | +2.7% | +10.1% | +9.1% |
| 3Y | -7.3% | +57.7% | -65.0% | -30.4% |
| 5Y | -50.7% | +31.1% | -81.8% | -60.5% |
| 10Y | +529.8% | +150.9% | +379.0% | +254.8% |
| All | +802.8% | +168.8% | +633.9% | +367.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling