-2.5%
TEAM vs ESI
+38.0%
-40.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.6% |
| 7D | -4.7% | +3.9% | -8.6% | -4.1% |
| 30D | +17.0% | -3.8% | +20.8% | +16.4% |
| 3M | +85.9% | -13.1% | +99.0% | +82.0% |
| 6M | +116.7% | +11.3% | +105.3% | +105.3% |
| YTD | +9.6% | +44.1% | -34.5% | -4.6% |
| 1Y | -2.5% | +40.3% | -42.9% | -15.1% |
| All | -2.5% | +38.0% | -40.6% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling