-7.9%
TEAM vs ES
+29.7%
-37.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.6% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | +67.3% | -2.0% | +69.3% | +67.5% |
| 3M | +86.8% | +1.7% | +85.1% | +86.7% |
| 6M | +146.8% | -3.5% | +150.4% | +148.4% |
| YTD | +16.9% | +7.9% | +9.0% | +15.6% |
| 1Y | +12.8% | +17.2% | -4.4% | +9.4% |
| All | -7.9% | +29.7% | -37.6% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling