-50.3%
TEAM vs EXPE
+105.7%
-156.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.8% |
| 7D | -0.4% | -9.5% | +9.1% | +4.5% |
| 30D | +67.3% | -6.6% | +73.9% | +72.5% |
| 3M | +86.8% | +31.4% | +55.4% | +63.2% |
| 6M | +146.8% | +35.2% | +111.6% | +112.0% |
| YTD | +16.9% | +5.8% | +11.1% | +11.9% |
| 1Y | +12.8% | +38.7% | -25.9% | -6.7% |
| 3Y | -7.3% | +175.8% | -183.1% | -50.0% |
| All | -50.3% | +105.7% | -156.0% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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