+583.4%
DG vs TMF
-54.8%
+638.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | +8.4% | -1.4% | +9.8% | +8.4% |
| 30D | +4.9% | -2.8% | +7.8% | +4.8% |
| 3M | +29.3% | -10.9% | +40.2% | +28.9% |
| 6M | -11.3% | -21.3% | +10.1% | -12.0% |
| YTD | +1.8% | -15.9% | +17.6% | +1.2% |
| 1Y | +25.3% | -15.7% | +41.1% | +24.7% |
| 3Y | +9.1% | -43.4% | +52.4% | +7.2% |
| 5Y | -34.9% | -87.8% | +52.9% | -41.3% |
| 10Y | +108.2% | -86.7% | +194.9% | +94.8% |
| All | +583.4% | -54.8% | +638.2% | +668.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling