+802.8%
TEAM vs ESI
+256.1%
+546.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.6% | -3.5% |
| 7D | -0.4% | +3.3% | -3.8% | -1.4% |
| 30D | +67.3% | -5.9% | +73.2% | +69.7% |
| 3M | +86.8% | -14.1% | +100.9% | +90.9% |
| 6M | +146.8% | +6.6% | +140.2% | +131.1% |
| YTD | +16.9% | +45.0% | -28.1% | -2.1% |
| 1Y | +12.8% | +41.5% | -28.7% | -5.2% |
| 3Y | -7.3% | +78.8% | -86.0% | -28.7% |
| 5Y | -50.7% | +70.9% | -121.6% | -61.6% |
| 10Y | +529.8% | +317.1% | +212.8% | +276.0% |
| All | +802.8% | +256.1% | +546.7% | +412.8% |
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