-53.4%
TEAM vs EWT
+152.4%
-205.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.6% | -6.4% | -6.6% |
| 7D | -5.7% | +1.6% | -7.3% | -6.7% |
| 30D | +18.3% | +8.2% | +10.2% | +12.0% |
| 3M | +80.2% | +11.1% | +69.2% | +62.1% |
| 6M | +111.0% | +60.4% | +50.5% | +33.5% |
| YTD | +8.8% | +75.6% | -66.8% | -38.1% |
| 1Y | +2.2% | +91.3% | -89.2% | -47.3% |
| 3Y | -14.6% | +200.3% | -214.9% | -76.2% |
| All | -53.4% | +152.4% | -205.8% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 5y: compounded portfolio wealth divided by compounded EWT 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…
5y analysis · Full analysis span regression · 6 months rolling