-17.0%
TEAM vs EL
-32.9%
+15.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.5% |
| 7D | -4.7% | -2.4% | -2.3% | -4.1% |
| 30D | +17.0% | +13.7% | +3.4% | +12.7% |
| 3M | +85.9% | +14.5% | +71.4% | +79.1% |
| 6M | +116.7% | +7.4% | +109.2% | +110.1% |
| YTD | +9.6% | -4.7% | +14.3% | +8.1% |
| 1Y | -2.5% | +12.9% | -15.5% | -8.1% |
| All | -17.0% | -32.9% | +15.9% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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