+637.6%
TEAM vs EXC
+254.7%
+382.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -17.2% | -1.7% | -15.5% | -16.9% |
| 30D | -25.1% | +9.3% | -34.4% | -26.5% |
| 3M | +3.9% | +1.0% | +2.9% | +3.6% |
| 6M | +69.1% | +5.9% | +63.2% | +66.5% |
| YTD | -4.5% | +7.6% | -12.1% | -6.6% |
| 1Y | -1.9% | +2.4% | -4.3% | -3.1% |
| 3Y | -9.3% | +30.2% | -39.6% | -17.5% |
| 5Y | -65.2% | +41.4% | -106.5% | -68.9% |
| 10Y | +467.0% | +183.8% | +283.2% | +314.0% |
| All | +637.6% | +254.7% | +382.9% | +369.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling