+740.1%
TEAM vs EME
+1,511.3%
-771.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.5% | -9.5% | -7.5% |
| 7D | -5.7% | +5.2% | -10.8% | -6.8% |
| 30D | +18.3% | -5.4% | +23.7% | +19.5% |
| 3M | +80.2% | -6.1% | +86.3% | +80.2% |
| 6M | +111.0% | +9.7% | +101.3% | +100.2% |
| YTD | +8.8% | +26.6% | -17.8% | -2.4% |
| 1Y | +2.2% | +24.6% | -22.5% | -9.4% |
| 3Y | -14.6% | +249.6% | -264.2% | -46.4% |
| 5Y | -53.8% | +556.6% | -610.3% | -76.1% |
| 10Y | +475.2% | +1,286.6% | -811.4% | +122.9% |
| All | +740.1% | +1,511.3% | -771.2% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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