+494.0%
TEAM vs DD
+67.0%
+427.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -7.8% | -2.9% | -4.9% | -6.9% |
| 30D | +16.5% | -11.5% | +28.0% | +21.2% |
| 3M | +96.2% | -5.4% | +101.6% | +98.9% |
| 6M | +130.2% | -6.9% | +137.1% | +132.3% |
| YTD | +10.7% | +6.9% | +3.9% | +5.6% |
| 1Y | +3.0% | +35.6% | -32.6% | -10.6% |
| 3Y | -13.1% | +42.5% | -55.6% | -26.6% |
| 5Y | -52.7% | +58.5% | -111.2% | -61.4% |
| All | +494.0% | +67.0% | +427.0% | +341.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling