+571.1%
TER vs DT
+103.5%
+467.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +6.0% |
| 7D | +0.6% | -3.3% | +3.9% | +1.5% |
| 30D | -8.3% | +2.0% | -10.3% | -9.3% |
| 3M | -12.2% | +20.0% | -32.2% | -18.3% |
| 6M | +17.1% | +39.3% | -22.2% | +1.0% |
| YTD | +84.7% | +19.8% | +64.9% | +66.7% |
| 1Y | +199.9% | +4.3% | +195.6% | +183.7% |
| 3Y | +232.8% | +7.7% | +225.1% | +203.7% |
| 5Y | +198.6% | -26.8% | +225.4% | +194.6% |
| All | +571.1% | +103.5% | +467.6% | +337.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling