+33.9%
TER vs DT
-7.6%
+41.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.2% | +11.5% | +13.0% |
| 7D | -5.8% | -20.2% | +14.5% | -10.7% |
| 30D | -38.9% | -30.8% | -8.2% | -44.6% |
| 3M | -35.1% | -10.2% | -24.9% | -34.6% |
| 6M | -31.6% | +8.0% | -39.6% | -25.5% |
| YTD | +27.2% | +1.5% | +25.8% | +41.5% |
| All | +33.9% | -7.6% | +41.5% | +51.5% |
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