+98.2%
DG vs TDY
+479.2%
-381.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | -6.5% | -1.1% | -5.4% | -6.3% |
| 30D | +4.2% | -12.0% | +16.2% | +6.8% |
| 3M | +9.5% | -3.2% | +12.7% | +10.0% |
| 6M | -13.1% | -7.9% | -5.3% | -12.0% |
| YTD | -4.8% | +18.2% | -23.1% | -8.3% |
| 1Y | +20.6% | +6.7% | +14.0% | +18.5% |
| 3Y | +4.9% | +47.5% | -42.6% | -4.8% |
| 5Y | -37.9% | +39.5% | -77.4% | -43.5% |
| All | +98.2% | +479.2% | -381.1% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling