-53.1%
TEAM vs ESI
+74.4%
-127.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.2% |
| 7D | -4.7% | +3.9% | -8.6% | -6.2% |
| 30D | +17.0% | -3.8% | +20.8% | +18.5% |
| 3M | +85.9% | -13.1% | +99.0% | +89.9% |
| 6M | +116.7% | +11.3% | +105.3% | +87.3% |
| YTD | +9.6% | +44.1% | -34.5% | -21.2% |
| 1Y | -2.5% | +40.3% | -42.9% | -29.6% |
| 3Y | -14.0% | +84.1% | -98.0% | -51.9% |
| 5Y | -53.1% | +75.8% | -128.9% | -71.1% |
| All | -53.1% | +74.4% | -127.5% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling