+443.6%
TEAM vs EMR
+279.2%
+164.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.4% | +2.8% | -5.2% | -3.4% |
| 30D | -26.7% | +3.7% | -30.4% | -27.7% |
| 3M | -9.6% | +2.0% | -11.7% | -10.5% |
| 6M | +86.0% | +22.1% | +63.9% | +71.6% |
| YTD | -7.5% | +27.2% | -34.7% | -17.8% |
| 1Y | -1.4% | +32.0% | -33.4% | -13.8% |
| 3Y | -14.3% | +103.3% | -117.6% | -36.5% |
| 5Y | -66.3% | +88.2% | -154.5% | -74.5% |
| All | +443.6% | +279.2% | +164.4% | +224.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling