+399.6%
TER vs DT
+73.5%
+326.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.7% | +6.6% | +7.8% |
| 7D | +5.9% | -5.4% | +11.3% | +8.1% |
| 30D | -30.8% | -32.2% | +1.4% | -22.2% |
| 3M | -29.9% | -10.9% | -19.0% | -28.1% |
| 6M | -27.5% | +10.0% | -37.4% | -31.8% |
| YTD | +37.5% | +2.1% | +35.4% | +29.7% |
| 1Y | +50.3% | -5.5% | +55.8% | +45.7% |
| 3Y | +204.9% | -12.4% | +217.3% | +196.3% |
| 5Y | +89.2% | -39.7% | +128.9% | +98.5% |
| All | +399.6% | +73.5% | +326.1% | +240.2% |
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