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  • TER vs DG✓SelectedUSD · DGTER vs DG performance historyLatest closeAs of+3.13%09/09
Stock and ETF performance explorer

TER vs DG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,895.7%
DG return
+102.6%
Excess return
+1,793.1%
Maximum drawdown
-59.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioDGExcessAlpha
1D+3.1%-2.6%+5.7%+3.6%
7D+12.4%-4.8%+17.2%+13.4%
30D+5.1%+1.8%+3.4%+4.5%
3M+4.0%+14.5%-10.5%0.0%
6M+29.5%-13.6%+43.1%+32.4%
YTD+98.5%-4.8%+103.3%+98.5%
1Y+234.1%+21.6%+212.5%+214.4%
3Y+289.0%+4.5%+284.6%+262.0%
5Y+228.2%-38.5%+266.6%+266.5%
10Y+1,895.7%+102.2%+1,793.5%+1,493.6%
All+1,895.7%+102.6%+1,793.1%+1,493.6%

Cumulative growth

Daily Returns

Daily percentage return beside DG.

Daily Out/Under-Performance

Portfolio return minus DG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…

10y analysis · Full analysis span regression · 6 months rolling