+802.8%
TEAM vs ETR
+387.7%
+415.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.6% |
| 7D | -0.4% | +1.4% | -1.9% | -0.6% |
| 30D | +67.3% | +1.0% | +66.3% | +67.1% |
| 3M | +86.8% | -1.3% | +88.0% | +86.6% |
| 6M | +146.8% | +1.9% | +144.9% | +143.7% |
| YTD | +16.9% | +18.2% | -1.2% | +11.7% |
| 1Y | +12.8% | +24.7% | -11.9% | +6.3% |
| 3Y | -7.3% | +150.7% | -158.0% | -26.3% |
| 5Y | -50.7% | +127.0% | -177.7% | -60.0% |
| 10Y | +529.8% | +295.5% | +234.4% | +381.8% |
| All | +802.8% | +387.7% | +415.1% | +710.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling