+443.6%
TEAM vs EW
+254.3%
+189.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -2.1% |
| 7D | -2.4% | +4.9% | -7.3% | -4.6% |
| 30D | -26.7% | +23.9% | -50.7% | -34.0% |
| 3M | -9.6% | +15.8% | -25.4% | -16.1% |
| 6M | +86.0% | +31.7% | +54.4% | +62.3% |
| YTD | -7.5% | +25.7% | -33.2% | -18.1% |
| 1Y | -1.4% | +24.4% | -25.8% | -12.4% |
| 3Y | -14.3% | +65.9% | -80.2% | -40.6% |
| 5Y | -66.3% | -7.6% | -58.7% | -67.3% |
| All | +443.6% | +254.3% | +189.3% | +190.2% |
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