+625.9%
TEAM vs EXPE
+120.0%
+505.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +1.7% |
| 7D | -19.7% | -17.8% | -2.0% | -14.0% |
| 30D | -26.6% | -3.2% | -23.4% | -26.3% |
| 3M | -1.1% | -19.0% | +17.9% | +5.3% |
| 6M | +74.6% | +17.7% | +56.9% | +63.3% |
| YTD | -6.0% | -7.8% | +1.8% | -5.0% |
| 1Y | -3.2% | -1.4% | -1.9% | -4.6% |
| 3Y | -13.5% | +121.9% | -135.5% | -37.3% |
| 5Y | -65.5% | +44.3% | -109.7% | -72.6% |
| 10Y | +454.5% | +125.4% | +329.1% | +255.1% |
| All | +625.9% | +120.0% | +505.9% | +400.9% |
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 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