+802.8%
TEAM vs EW
+240.3%
+562.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.8% | -2.7% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | +67.3% | +1.0% | +66.3% | +66.4% |
| 3M | +86.8% | +2.8% | +84.0% | +84.0% |
| 6M | +146.8% | +5.5% | +141.3% | +139.9% |
| YTD | +16.9% | +5.5% | +11.5% | +13.1% |
| 1Y | +12.8% | +11.0% | +1.7% | +6.1% |
| 3Y | -7.3% | +17.7% | -25.0% | -22.1% |
| 5Y | -50.7% | -25.7% | -25.0% | -47.0% |
| 10Y | +529.8% | +132.8% | +397.0% | +296.8% |
| All | +802.8% | +240.3% | +562.4% | +329.5% |
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