+614.2%
TEAM vs ETR
+408.4%
+205.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.4% | +1.2% | -3.6% | -2.5% |
| 30D | -26.7% | +7.0% | -33.7% | -27.4% |
| 3M | -9.6% | +4.6% | -14.2% | -10.3% |
| 6M | +86.0% | +0.1% | +85.9% | +85.2% |
| YTD | -7.5% | +23.2% | -30.7% | -12.2% |
| 1Y | -1.4% | +20.6% | -21.9% | -6.0% |
| 3Y | -14.3% | +156.3% | -170.6% | -32.0% |
| 5Y | -66.3% | +159.6% | -225.9% | -73.3% |
| 10Y | +445.6% | +377.1% | +68.5% | +319.0% |
| All | +614.2% | +408.4% | +205.8% | +537.1% |
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