+262.0%
TER vs DT
+8.9%
+253.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +5.6% |
| 7D | +0.6% | -3.3% | +3.9% | +0.8% |
| 30D | -8.3% | +2.0% | -10.3% | -8.4% |
| 3M | -12.2% | +20.0% | -32.2% | -13.6% |
| 6M | +17.1% | +39.3% | -22.2% | +11.5% |
| YTD | +84.7% | +19.8% | +64.9% | +83.1% |
| 1Y | +199.9% | +4.3% | +195.6% | +210.9% |
| All | +262.0% | +8.9% | +253.1% | +255.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling