+802.8%
TEAM vs EWZ
+170.8%
+632.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | -0.4% | +6.5% | -6.9% | -1.7% |
| 30D | +67.3% | +4.8% | +62.4% | +65.5% |
| 3M | +86.8% | +9.9% | +76.9% | +82.4% |
| 6M | +146.8% | +1.9% | +144.9% | +143.9% |
| YTD | +16.9% | +20.3% | -3.4% | +10.9% |
| 1Y | +12.8% | +35.6% | -22.8% | +3.8% |
| 3Y | -7.3% | +43.4% | -50.7% | -16.1% |
| 5Y | -50.7% | +55.9% | -106.7% | -56.6% |
| 10Y | +529.8% | +84.2% | +445.7% | +420.3% |
| All | +802.8% | +170.8% | +632.0% | +456.1% |
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