+73.1%
TEAM vs ES
+4.1%
+69.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -2.9% | -13.3% | -16.9% |
| 7D | -19.8% | +1.9% | -21.7% | -18.7% |
| 30D | -21.5% | +7.1% | -28.6% | -18.8% |
| 3M | +39.5% | -1.9% | +41.4% | +39.9% |
| 6M | +73.1% | +4.4% | +68.7% | +95.0% |
| All | +73.1% | +4.1% | +69.0% | +95.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling