-11.4%
TEAM vs SE
+64.9%
-76.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +0.1% | -16.3% | -16.2% |
| 7D | -19.8% | +2.0% | -21.8% | -20.3% |
| 30D | -21.5% | -20.0% | -1.5% | -17.2% |
| 3M | +39.5% | -31.8% | +71.3% | +52.4% |
| 6M | +73.1% | -15.9% | +88.9% | +79.0% |
| YTD | -5.2% | -40.6% | +35.4% | +5.9% |
| 1Y | -1.6% | -50.7% | +49.1% | +14.4% |
| 3Y | -11.4% | +70.3% | -81.7% | -2.8% |
| All | -11.4% | +64.9% | -76.4% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 3y: compounded portfolio wealth divided by compounded SE 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…
3y analysis · Full analysis span regression · 6 months rolling