+740.1%
TEAM vs DTE
+186.5%
+553.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.9% | -7.8% | -7.0% |
| 7D | -5.7% | +0.9% | -6.6% | -5.8% |
| 30D | +18.3% | -1.9% | +20.2% | +18.6% |
| 3M | +80.2% | -3.3% | +83.5% | +80.7% |
| 6M | +111.0% | -7.1% | +118.1% | +112.2% |
| YTD | +8.8% | +8.1% | +0.7% | +6.3% |
| 1Y | +2.2% | +5.3% | -3.1% | +0.2% |
| 3Y | -14.6% | +48.2% | -62.8% | -22.4% |
| 5Y | -53.8% | +33.2% | -87.0% | -57.2% |
| 10Y | +475.2% | +137.5% | +337.7% | +410.0% |
| All | +740.1% | +186.5% | +553.6% | +751.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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