+614.2%
TEAM vs EWZ
+130.4%
+483.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.8% |
| 7D | -2.4% | +0.8% | -3.2% | -2.5% |
| 30D | -26.7% | -24.4% | -2.3% | -22.9% |
| 3M | -9.6% | -4.6% | -5.0% | -9.5% |
| 6M | +86.0% | -11.6% | +97.6% | +88.5% |
| YTD | -7.5% | +2.4% | -9.9% | -10.0% |
| 1Y | -1.4% | +2.1% | -3.4% | -4.1% |
| 3Y | -14.3% | +18.7% | -33.0% | -20.1% |
| 5Y | -66.3% | +54.2% | -120.5% | -70.2% |
| 10Y | +445.6% | +65.9% | +379.7% | +359.8% |
| All | +614.2% | +130.4% | +483.8% | +351.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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