+4.2%
TEAM vs DT
+75.7%
-71.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -2.4% | +3.1% | -5.5% | -4.4% |
| 30D | -26.7% | -29.5% | +2.8% | -8.0% |
| 3M | -9.6% | -11.7% | +2.1% | -2.8% |
| 6M | +86.0% | +29.0% | +57.1% | +55.1% |
| YTD | -7.5% | +3.4% | -10.9% | -9.6% |
| 1Y | -1.4% | -4.2% | +2.9% | +1.2% |
| 3Y | -14.3% | -12.8% | -1.5% | -7.4% |
| 5Y | -66.3% | -39.6% | -26.7% | -57.6% |
| All | +4.2% | +75.7% | -71.5% | -20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling