+802.8%
TEAM vs EWT
+632.6%
+170.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.9% |
| 7D | -0.4% | +4.0% | -4.4% | -3.1% |
| 30D | +67.3% | +10.3% | +57.0% | +56.6% |
| 3M | +86.8% | +6.1% | +80.7% | +74.0% |
| 6M | +146.8% | +56.6% | +90.2% | +67.0% |
| YTD | +16.9% | +76.6% | -59.7% | -29.0% |
| 1Y | +12.8% | +97.9% | -85.1% | -38.1% |
| 3Y | -7.3% | +198.0% | -205.3% | -65.0% |
| 5Y | -50.7% | +151.8% | -202.5% | -78.4% |
| 10Y | +529.8% | +514.1% | +15.7% | +39.5% |
| All | +802.8% | +632.6% | +170.1% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling