+31.7%
TEAM vs DT
+103.5%
-71.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -1.5% |
| 7D | -0.4% | -3.3% | +2.9% | +1.9% |
| 30D | +67.3% | +2.0% | +65.3% | +65.2% |
| 3M | +86.8% | +20.0% | +66.8% | +65.3% |
| 6M | +146.8% | +39.3% | +107.5% | +99.4% |
| YTD | +16.9% | +19.8% | -2.8% | +4.7% |
| 1Y | +12.8% | +4.3% | +8.5% | +10.5% |
| 3Y | -7.3% | +7.7% | -15.0% | -11.9% |
| 5Y | -50.7% | -26.8% | -23.9% | -44.4% |
| All | +31.7% | +103.5% | -71.8% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling