+395.8%
TER vs DT
+76.1%
+319.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.2% |
| 7D | +24.0% | +2.7% | +21.2% | +23.0% |
| 30D | -30.6% | -30.4% | -0.3% | -22.7% |
| 3M | -34.5% | -9.4% | -25.1% | -33.1% |
| 6M | -26.4% | +14.5% | -40.9% | -31.7% |
| YTD | +36.4% | +3.6% | +32.8% | +28.1% |
| 1Y | +47.4% | -3.4% | +50.9% | +41.9% |
| 3Y | +202.6% | -11.1% | +213.7% | +192.7% |
| 5Y | +83.9% | -39.5% | +123.3% | +92.9% |
| All | +395.8% | +76.1% | +319.7% | +236.0% |
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