+475.2%
TEAM vs EXC
+154.0%
+321.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.7% | -7.1% |
| 7D | -5.7% | +1.2% | -6.9% | -5.9% |
| 30D | +18.3% | -2.7% | +21.1% | +19.0% |
| 3M | +80.2% | -1.0% | +81.2% | +80.4% |
| 6M | +111.0% | -9.3% | +120.2% | +114.7% |
| YTD | +8.8% | +3.6% | +5.2% | +7.3% |
| 1Y | +2.2% | +5.9% | -3.8% | 0.0% |
| 3Y | -14.6% | +21.3% | -35.9% | -20.7% |
| 5Y | -53.8% | +46.2% | -100.0% | -59.0% |
| 10Y | +475.2% | +151.5% | +323.7% | +369.2% |
| All | +475.2% | +154.0% | +321.2% | +369.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling