Actually it's something I've wondered about before. The turns are two per month. Every month has either 30 or 31 day except for February, but your turns only have 14 days.
If you round out the calendar to have only 30 day months so that if fits to the game, then each turn would start either on the 1st or the 16th of the month.
So if on the 1st or 16th you issue orders to your troops to be carried out until completed and allow one day for the orders to reach the units they will only start following those orders an the 2nd or 17th of the month. Therefore the order to build a depot would start to be carried out on the 2nd and completed at the end of the 16th.
But on the 16th, when you start issuing orders again, your depot is still being build and will be finished only after you have issued orders for the coming turn, ergo the tool-tip says that your depot will be finished in one more day.
This would also mean that march orders stretching longer that two turns should reflect an actual 16 days of travel for each turn spanned by those orders. But I've never attempted to check that.
When it comes down to it, my troops are never fast enough anyway and wouldn't be even if the turn had 30 days
Now if you want to know why a depot needs 15 instead of 14 days to complete, by which it would be operational at the start of the turn after issuing orders to build it, you'll have to ask that rascal Pokus
