+494.4%
TEAM vs ETR
+296.9%
+197.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -5.2% | -1.8% | -3.4% | -5.0% |
| 30D | +15.8% | -1.8% | +17.5% | +16.0% |
| 3M | +101.5% | -3.6% | +105.0% | +102.0% |
| 6M | +138.2% | +2.6% | +135.6% | +134.2% |
| YTD | +10.8% | +16.0% | -5.2% | +5.7% |
| 1Y | +1.7% | +20.1% | -18.4% | -3.9% |
| 3Y | -16.0% | +143.6% | -159.6% | -34.3% |
| 5Y | -52.7% | +124.4% | -177.1% | -62.4% |
| All | +494.4% | +296.9% | +197.6% | +343.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling