+614.2%
TEAM vs ET
+266.3%
+347.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.4% | +2.5% | -4.9% | -2.9% |
| 30D | -26.7% | -2.5% | -24.3% | -26.5% |
| 3M | -9.6% | -4.9% | -4.8% | -8.9% |
| 6M | +86.0% | -0.1% | +86.1% | +85.5% |
| YTD | -7.5% | +26.2% | -33.7% | -12.0% |
| 1Y | -1.4% | +25.2% | -26.5% | -6.1% |
| 3Y | -14.3% | +84.2% | -98.5% | -23.5% |
| 5Y | -66.3% | +216.1% | -282.4% | -72.2% |
| 10Y | +445.6% | +160.7% | +285.0% | +341.8% |
| All | +614.2% | +266.3% | +347.9% | +391.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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