-14.6%
TEAM vs ETR
+153.2%
-167.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.2% | -8.1% | -6.8% |
| 7D | -5.7% | +1.4% | -7.1% | -5.5% |
| 30D | +18.3% | +1.9% | +16.5% | +18.7% |
| 3M | +80.2% | +1.0% | +79.2% | +80.2% |
| 6M | +111.0% | +4.8% | +106.1% | +109.9% |
| YTD | +8.8% | +19.5% | -10.7% | +6.5% |
| 1Y | +2.2% | +28.1% | -26.0% | -1.1% |
| 3Y | -14.6% | +151.1% | -165.8% | -31.3% |
| All | -14.6% | +153.2% | -167.8% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling