-8.4%
TEAM vs EMR
+63.5%
-71.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.4% | -3.2% |
| 7D | -0.4% | -1.5% | +1.1% | +0.1% |
| 30D | +67.3% | -5.6% | +72.9% | +70.5% |
| 3M | +86.8% | +7.9% | +78.8% | +80.8% |
| 6M | +146.8% | +6.0% | +140.8% | +137.6% |
| YTD | +16.9% | +16.4% | +0.5% | +5.2% |
| 1Y | +12.8% | +16.6% | -3.8% | +0.8% |
| All | -8.4% | +63.5% | -71.9% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling