-6.6%
TEAM vs ESI
+18.3%
-25.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.4% | -4.2% |
| 7D | -22.2% | -6.6% | -15.6% | -23.0% |
| 30D | -28.1% | -9.8% | -18.3% | -29.3% |
| 3M | -2.2% | -11.9% | +9.8% | -3.8% |
| 6M | +62.2% | -25.1% | +87.3% | +56.4% |
| YTD | -8.4% | +31.9% | -40.2% | -19.2% |
| 1Y | -6.6% | +19.2% | -25.8% | -15.0% |
| All | -6.6% | +18.3% | -25.0% | -15.0% |
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