-9.3%
TEAM vs ESI
+77.3%
-86.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | 0.0% |
| 7D | -17.2% | -3.5% | -13.7% | -16.8% |
| 30D | -25.1% | -9.3% | -15.8% | -24.0% |
| 3M | +3.9% | -12.8% | +16.7% | +5.9% |
| 6M | +69.1% | -24.6% | +93.7% | +74.6% |
| YTD | -4.5% | +32.7% | -37.2% | -24.5% |
| 1Y | -1.9% | +20.3% | -22.2% | -18.8% |
| 3Y | -9.3% | +80.2% | -89.5% | -49.3% |
| All | -9.3% | +77.3% | -86.6% | -49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling