+621.2%
TER vs DT
+98.4%
+522.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +2.9% |
| 7D | +12.4% | -0.5% | +12.9% | +12.4% |
| 30D | +5.1% | +0.1% | +5.1% | +4.6% |
| 3M | +4.0% | +24.1% | -20.1% | -4.5% |
| 6M | +29.5% | +30.1% | -0.6% | +14.4% |
| YTD | +98.5% | +16.8% | +81.7% | +80.4% |
| 1Y | +234.1% | -0.1% | +234.2% | +220.5% |
| 3Y | +289.0% | +6.8% | +282.2% | +255.3% |
| 5Y | +228.2% | -28.4% | +256.5% | +225.7% |
| All | +621.2% | +98.4% | +522.8% | +373.4% |
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