+33.6%
TER vs DT
-8.6%
+42.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | -0.5% |
| 7D | -8.9% | -7.5% | -1.4% | -10.6% |
| 30D | -39.1% | -31.5% | -7.5% | -44.8% |
| 3M | -32.8% | -14.0% | -18.8% | -33.1% |
| 6M | -31.7% | +6.9% | -38.6% | -25.8% |
| YTD | +26.9% | +0.3% | +26.6% | +40.8% |
| 1Y | +33.6% | -6.9% | +40.5% | +50.8% |
| All | +33.6% | -8.6% | +42.2% | +50.8% |
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