+74.6%
TEAM vs ESI
-23.0%
+97.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.4% | +3.7% |
| 7D | -19.7% | +1.8% | -21.5% | -19.1% |
| 30D | -26.6% | -6.6% | -20.0% | -28.2% |
| 3M | -1.1% | -9.4% | +8.3% | -3.9% |
| 6M | +74.6% | -24.1% | +98.7% | +59.0% |
| All | +74.6% | -23.0% | +97.6% | +59.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling