+631.8%
TEAM vs EXPE
+119.5%
+512.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -4.9% | -11.3% | -14.4% |
| 7D | -19.8% | -9.3% | -10.5% | -17.4% |
| 30D | -21.5% | +0.1% | -21.7% | -22.2% |
| 3M | +39.5% | -15.3% | +54.8% | +46.2% |
| 6M | +73.1% | +5.5% | +67.6% | +67.9% |
| YTD | -5.2% | -8.0% | +2.8% | -4.1% |
| 1Y | -1.6% | +18.9% | -20.4% | -9.5% |
| 3Y | -11.4% | +135.5% | -147.0% | -37.1% |
| 5Y | -65.1% | +44.3% | -109.4% | -72.3% |
| 10Y | +471.3% | +117.7% | +353.6% | +271.4% |
| All | +631.8% | +119.5% | +512.3% | +405.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling