+614.2%
TEAM vs EWT
+536.0%
+78.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -2.4% | +9.1% | -11.5% | -8.0% |
| 30D | -26.7% | -12.2% | -14.5% | -21.1% |
| 3M | -9.6% | -9.4% | -0.2% | -5.5% |
| 6M | +86.0% | +2.7% | +83.4% | +71.1% |
| YTD | -7.5% | +53.3% | -60.8% | -39.4% |
| 1Y | -1.4% | +59.2% | -60.5% | -37.5% |
| 3Y | -14.3% | +157.1% | -171.4% | -65.0% |
| 5Y | -66.3% | +119.6% | -185.9% | -84.1% |
| 10Y | +445.6% | +446.9% | -1.3% | +28.4% |
| All | +614.2% | +536.0% | +78.3% | +47.4% |
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