+369.1%
TER vs DT
+75.7%
+293.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | +14.4% | +3.1% | +11.2% | +13.4% |
| 30D | -30.6% | -29.5% | -1.0% | -22.9% |
| 3M | -39.2% | -11.7% | -27.5% | -37.4% |
| 6M | -31.3% | +29.0% | -60.3% | -38.5% |
| YTD | +29.1% | +3.4% | +25.7% | +21.3% |
| 1Y | +47.4% | -4.2% | +51.7% | +42.4% |
| 3Y | +191.2% | -12.8% | +204.1% | +183.9% |
| 5Y | +74.0% | -39.6% | +113.6% | +82.6% |
| All | +369.1% | +75.7% | +293.4% | +218.2% |
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