+114.6%
DG vs TMF
-83.0%
+197.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | +1.1% | +1.2% | -0.1% | +1.1% |
| 30D | +9.5% | +19.7% | -10.2% | +9.4% |
| 3M | +5.5% | -2.1% | +7.6% | +5.4% |
| 6M | +16.1% | -13.4% | +29.5% | +16.0% |
| YTD | +2.7% | -16.7% | +19.4% | +2.6% |
| 1Y | +42.1% | -23.3% | +65.4% | +41.9% |
| 3Y | +19.3% | -24.8% | +44.1% | +19.8% |
| 5Y | -35.3% | -88.0% | +52.7% | -40.5% |
| All | +114.6% | -83.0% | +197.6% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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