+362.4%
TER vs DT
+72.4%
+290.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.2% | +11.5% | +12.4% |
| 7D | -5.8% | -20.2% | +14.5% | +0.6% |
| 30D | -38.9% | -30.8% | -8.2% | -31.8% |
| 3M | -35.1% | -10.2% | -24.9% | -33.6% |
| 6M | -31.6% | +8.0% | -39.6% | -35.3% |
| YTD | +27.2% | +1.5% | +25.8% | +20.2% |
| 1Y | +35.2% | -6.9% | +42.1% | +31.7% |
| 3Y | +192.8% | -10.9% | +203.7% | +182.5% |
| 5Y | +72.4% | -42.2% | +114.6% | +83.6% |
| All | +362.4% | +72.4% | +290.0% | +215.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling