+631.8%
TEAM vs EW
+286.7%
+345.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +1.3% | -17.5% | -16.8% |
| 7D | -19.8% | +11.0% | -30.9% | -23.8% |
| 30D | -21.5% | +19.1% | -40.6% | -27.9% |
| 3M | +39.5% | +14.4% | +25.1% | +30.4% |
| 6M | +73.1% | +22.8% | +50.3% | +56.1% |
| YTD | -5.2% | +19.8% | -25.0% | -14.0% |
| 1Y | -1.6% | +23.9% | -25.5% | -12.3% |
| 3Y | -11.4% | +52.2% | -63.7% | -35.0% |
| 5Y | -65.1% | -13.9% | -51.2% | -65.1% |
| 10Y | +471.3% | +241.9% | +229.4% | +204.4% |
| All | +631.8% | +286.7% | +345.1% | +226.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling