-2.5%
TEAM vs DT
+1.4%
-3.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.1% |
| 7D | -4.7% | -0.5% | -4.1% | -4.0% |
| 30D | +17.0% | +0.1% | +17.0% | +17.2% |
| 3M | +85.9% | +24.1% | +61.8% | +49.1% |
| 6M | +116.7% | +30.1% | +86.5% | +63.9% |
| YTD | +9.6% | +16.8% | -7.1% | -7.3% |
| 1Y | -2.5% | -0.1% | -2.4% | -7.7% |
| All | -2.5% | +1.4% | -3.9% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling