+47.4%
TER vs DT
-2.7%
+50.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.4% |
| 7D | +14.4% | +3.1% | +11.2% | +15.0% |
| 30D | -30.6% | -29.5% | -1.0% | -36.8% |
| 3M | -39.2% | -11.7% | -27.5% | -39.2% |
| 6M | -31.3% | +29.0% | -60.3% | -21.5% |
| YTD | +29.1% | +3.4% | +25.7% | +45.4% |
| 1Y | +47.4% | -4.2% | +51.7% | +69.5% |
| All | +47.4% | -2.7% | +50.1% | +69.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling