+607.6%
TEAM vs EL
+49.8%
+557.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | -22.2% | +7.6% | -29.8% | -24.6% |
| 30D | -28.1% | +15.7% | -43.8% | -32.3% |
| 3M | -2.2% | +30.5% | -32.7% | -12.7% |
| 6M | +62.2% | +32.5% | +29.7% | +44.0% |
| YTD | -8.4% | +9.4% | -17.8% | -14.6% |
| 1Y | -6.6% | +28.4% | -35.0% | -18.5% |
| 3Y | -15.7% | +4.4% | -20.2% | -26.7% |
| 5Y | -65.7% | -64.5% | -1.2% | -51.4% |
| 10Y | +441.0% | +64.9% | +376.1% | +349.3% |
| All | +607.6% | +49.8% | +557.9% | +508.8% |
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