+502.9%
TEAM vs EW
+121.7%
+381.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +1.0% |
| 7D | -4.7% | -5.1% | +0.4% | -2.3% |
| 30D | +17.0% | -6.4% | +23.4% | +20.7% |
| 3M | +85.9% | -1.6% | +87.5% | +87.1% |
| 6M | +116.7% | +2.3% | +114.4% | +114.2% |
| YTD | +9.6% | +1.1% | +8.5% | +8.3% |
| 1Y | -2.5% | +8.0% | -10.5% | -6.9% |
| 3Y | -14.0% | +16.3% | -30.3% | -27.3% |
| 5Y | -53.1% | -29.4% | -23.7% | -48.4% |
| 10Y | +502.9% | +125.6% | +377.3% | +302.7% |
| All | +502.9% | +121.7% | +381.2% | +302.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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