+802.8%
TEAM vs EL
+37.1%
+765.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -3.8% |
| 7D | -0.4% | +0.8% | -1.2% | -0.8% |
| 30D | +67.3% | +19.8% | +47.5% | +55.6% |
| 3M | +86.8% | +25.7% | +61.1% | +70.9% |
| 6M | +146.8% | +5.4% | +141.4% | +138.7% |
| YTD | +16.9% | +0.2% | +16.7% | +13.3% |
| 1Y | +12.8% | +20.4% | -7.6% | +0.9% |
| 3Y | -7.3% | -32.1% | +24.9% | -2.1% |
| 5Y | -50.7% | -67.2% | +16.5% | -27.6% |
| 10Y | +529.8% | +31.7% | +498.1% | +460.0% |
| All | +802.8% | +37.1% | +765.6% | +708.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling