-65.2%
TEAM vs DT
-42.7%
-22.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | -0.3% |
| 7D | -17.2% | -20.2% | +3.0% | -0.7% |
| 30D | -25.1% | -30.8% | +5.7% | +2.4% |
| 3M | +3.9% | -10.2% | +14.1% | +11.7% |
| 6M | +69.1% | +8.0% | +61.1% | +52.3% |
| YTD | -4.5% | +1.5% | -5.9% | -7.9% |
| 1Y | -1.9% | -6.9% | +5.0% | +2.0% |
| 3Y | -9.3% | -10.9% | +1.6% | -5.6% |
| 5Y | -65.2% | -42.2% | -23.0% | -49.4% |
| All | -65.2% | -42.7% | -22.4% | -49.4% |
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