-50.3%
TEAM vs EXC
+47.1%
-97.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.6% | -2.5% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | +67.3% | -3.7% | +71.0% | +68.3% |
| 3M | +86.8% | -1.3% | +88.1% | +87.0% |
| 6M | +146.8% | -9.7% | +156.5% | +150.7% |
| YTD | +16.9% | +2.9% | +14.0% | +15.5% |
| 1Y | +12.8% | +4.4% | +8.4% | +10.7% |
| 3Y | -7.3% | +22.2% | -29.5% | -15.9% |
| All | -50.3% | +47.1% | -97.4% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling