+24.8%
TEAM vs DT
+101.6%
-76.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | -0.1% |
| 7D | -7.8% | -2.5% | -5.2% | -6.0% |
| 30D | +16.5% | +3.5% | +13.0% | +14.1% |
| 3M | +96.2% | +26.7% | +69.5% | +67.4% |
| 6M | +130.2% | +36.1% | +94.0% | +88.8% |
| YTD | +10.7% | +18.6% | -7.9% | -0.1% |
| 1Y | +3.0% | +7.9% | -4.9% | -1.2% |
| 3Y | -13.1% | +8.6% | -21.7% | -17.7% |
| 5Y | -52.7% | -26.7% | -26.1% | -46.5% |
| All | +24.8% | +101.6% | -76.9% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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