+802.8%
TEAM vs ES
+102.8%
+700.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | +67.3% | -2.0% | +69.3% | +67.9% |
| 3M | +86.8% | +1.7% | +85.1% | +86.2% |
| 6M | +146.8% | -3.5% | +150.4% | +147.8% |
| YTD | +16.9% | +7.9% | +9.0% | +14.5% |
| 1Y | +12.8% | +17.2% | -4.4% | +8.2% |
| 3Y | -7.3% | +29.3% | -36.6% | -14.5% |
| 5Y | -50.7% | -5.7% | -45.0% | -51.6% |
| 10Y | +529.8% | +85.2% | +444.6% | +527.9% |
| All | +802.8% | +102.8% | +700.0% | +1,034.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling