-53.8%
TEAM vs EMR
+62.8%
-116.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.7% |
| 7D | -5.7% | +3.1% | -8.7% | -7.1% |
| 30D | +18.3% | -3.5% | +21.9% | +20.2% |
| 3M | +80.2% | +9.8% | +70.4% | +70.1% |
| 6M | +111.0% | +10.8% | +100.2% | +93.6% |
| YTD | +8.8% | +15.9% | -7.1% | -4.8% |
| 1Y | +2.2% | +16.4% | -14.3% | -11.5% |
| 3Y | -14.6% | +62.1% | -76.7% | -42.4% |
| 5Y | -53.8% | +62.9% | -116.7% | -71.3% |
| All | -53.8% | +62.8% | -116.5% | -71.3% |
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