+740.1%
TEAM vs ET
+298.9%
+441.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -7.0% | -7.0% |
| 7D | -5.7% | +0.4% | -6.1% | -5.8% |
| 30D | +18.3% | +6.9% | +11.5% | +16.9% |
| 3M | +80.2% | +13.1% | +67.1% | +76.0% |
| 6M | +111.0% | +18.7% | +92.3% | +103.7% |
| YTD | +8.8% | +37.4% | -28.6% | +2.0% |
| 1Y | +2.2% | +34.8% | -32.7% | -3.9% |
| 3Y | -14.6% | +96.8% | -111.4% | -24.6% |
| 5Y | -53.8% | +238.2% | -292.0% | -62.4% |
| 10Y | +475.2% | +159.4% | +315.8% | +364.5% |
| All | +740.1% | +298.9% | +441.2% | +470.3% |
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