+219.1%
TER vs DT
-28.6%
+247.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.1% | +7.3% | +5.0% |
| 7D | +11.0% | -4.9% | +15.8% | +12.2% |
| 30D | -1.9% | +2.7% | -4.6% | -3.0% |
| 3M | -0.7% | +20.0% | -20.6% | -6.9% |
| 6M | +36.4% | +28.0% | +8.3% | +22.8% |
| YTD | +92.4% | +16.0% | +76.4% | +78.0% |
| 1Y | +213.5% | +0.7% | +212.8% | +204.9% |
| 3Y | +277.2% | +6.2% | +271.1% | +249.7% |
| 5Y | +219.1% | -28.1% | +247.3% | +189.0% |
| All | +219.1% | -28.6% | +247.8% | +189.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling