-65.2%
TEAM vs EMR
+91.0%
-156.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | -1.4% |
| 7D | -17.2% | +2.1% | -19.3% | -18.1% |
| 30D | -25.1% | +4.8% | -29.8% | -26.9% |
| 3M | +3.9% | +7.5% | -3.6% | -0.2% |
| 6M | +69.1% | +20.9% | +48.2% | +51.3% |
| YTD | -4.5% | +29.2% | -33.6% | -21.4% |
| 1Y | -1.9% | +33.0% | -34.8% | -21.2% |
| 3Y | -9.3% | +109.8% | -119.1% | -50.0% |
| 5Y | -65.2% | +91.9% | -157.1% | -79.5% |
| All | -65.2% | +91.0% | -156.1% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling