-52.7%
TEAM vs EFA
+51.0%
-103.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +2.0% |
| 7D | -7.8% | -2.4% | -5.4% | -5.2% |
| 30D | +16.5% | -2.2% | +18.8% | +19.6% |
| 3M | +96.2% | +5.7% | +90.5% | +82.4% |
| 6M | +130.2% | +8.2% | +122.0% | +103.8% |
| YTD | +10.7% | +11.8% | -1.0% | -8.1% |
| 1Y | +3.0% | +18.3% | -15.3% | -21.5% |
| 3Y | -13.1% | +64.9% | -78.0% | -60.6% |
| 5Y | -52.7% | +52.4% | -105.1% | -75.9% |
| All | -52.7% | +51.0% | -103.7% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 5y: compounded portfolio wealth divided by compounded EFA 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…
5y analysis · Full analysis span regression · 6 months rolling