-53.8%
TEAM vs DT
-28.6%
-25.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.1% | -3.8% | -4.1% |
| 7D | -5.7% | -4.9% | -0.8% | -1.2% |
| 30D | +18.3% | +2.7% | +15.7% | +15.7% |
| 3M | +80.2% | +20.0% | +60.3% | +52.8% |
| 6M | +111.0% | +28.0% | +82.9% | +69.4% |
| YTD | +8.8% | +16.0% | -7.2% | -4.4% |
| 1Y | +2.2% | +0.7% | +1.4% | +1.4% |
| 3Y | -14.6% | +6.2% | -20.8% | -22.1% |
| 5Y | -53.8% | -28.1% | -25.6% | -49.1% |
| All | -53.8% | -28.6% | -25.2% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling