+454.5%
TEAM vs ES
+92.3%
+362.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.3% |
| 7D | -19.7% | +0.1% | -19.8% | -19.7% |
| 30D | -26.6% | +6.7% | -33.3% | -27.5% |
| 3M | -1.1% | +0.3% | -1.4% | -1.2% |
| 6M | +74.6% | +7.4% | +67.2% | +71.8% |
| YTD | -6.0% | +8.4% | -14.4% | -8.2% |
| 1Y | -3.2% | +0.6% | -3.9% | -4.2% |
| 3Y | -13.5% | +50.6% | -64.1% | -24.1% |
| 5Y | -65.5% | +4.8% | -70.3% | -66.8% |
| 10Y | +454.5% | +93.1% | +361.4% | +406.5% |
| All | +454.5% | +92.3% | +362.2% | +406.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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