+54.6%
TER vs DT
-43.6%
+98.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | -20.5% | -24.7% | +4.2% | -14.7% |
| 30D | -47.0% | -27.4% | -19.6% | -42.5% |
| 3M | -43.3% | -11.1% | -32.2% | -42.0% |
| 6M | -42.9% | +13.7% | -56.6% | -46.7% |
| YTD | +12.9% | +0.2% | +12.6% | +8.1% |
| 1Y | +18.2% | -5.7% | +23.9% | +15.7% |
| 3Y | +151.8% | -8.1% | +159.9% | +141.5% |
| All | +54.6% | -43.6% | +98.2% | +63.1% |
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