+24.8%
DG vs TMF
-28.1%
+52.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.0% | -3.4% | +0.4% | -2.5% |
| 30D | +8.6% | +11.5% | -2.9% | +7.0% |
| 3M | +15.0% | -4.5% | +19.5% | +15.6% |
| 6M | +32.7% | -15.0% | +47.7% | +35.3% |
| YTD | +5.5% | -19.9% | +25.4% | +8.3% |
| 1Y | +34.6% | -26.6% | +61.2% | +39.4% |
| All | +24.8% | -28.1% | +52.9% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling