-14.6%
TEAM vs EMB
+30.2%
-44.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.1% | -6.8% | -6.7% |
| 7D | -5.7% | +0.3% | -6.0% | -6.1% |
| 30D | +18.3% | -0.5% | +18.8% | +19.4% |
| 3M | +80.2% | +0.3% | +79.9% | +79.5% |
| 6M | +111.0% | +1.2% | +109.8% | +106.8% |
| YTD | +8.8% | +1.5% | +7.3% | +5.7% |
| 1Y | +2.2% | +4.8% | -2.6% | -7.0% |
| 3Y | -14.6% | +30.4% | -45.0% | -44.4% |
| All | -14.6% | +30.2% | -44.8% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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