+625.9%
TEAM vs ESI
+236.7%
+389.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.4% | +1.5% |
| 7D | -19.7% | +1.8% | -21.5% | -20.3% |
| 30D | -26.6% | -6.6% | -20.0% | -25.5% |
| 3M | -1.1% | -9.4% | +8.3% | +0.7% |
| 6M | +74.6% | -24.1% | +98.7% | +83.0% |
| YTD | -6.0% | +37.1% | -43.1% | -20.7% |
| 1Y | -3.2% | +24.5% | -27.8% | -15.8% |
| 3Y | -13.5% | +83.2% | -96.7% | -34.6% |
| 5Y | -65.5% | +44.0% | -109.4% | -72.1% |
| 10Y | +454.5% | +332.8% | +121.7% | +228.4% |
| All | +625.9% | +236.7% | +389.2% | +315.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling