+98.2%
DG vs TRI
+196.2%
-98.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.8% |
| 7D | -6.5% | -7.9% | +1.4% | -4.5% |
| 30D | +4.2% | -4.5% | +8.7% | +5.2% |
| 3M | +9.5% | +22.1% | -12.6% | +3.3% |
| 6M | -13.1% | -2.8% | -10.4% | -13.7% |
| YTD | -4.8% | -23.4% | +18.6% | +0.1% |
| 1Y | +20.6% | -41.5% | +62.1% | +36.9% |
| 3Y | +4.9% | -19.2% | +24.1% | +5.3% |
| 5Y | -37.9% | -9.4% | -28.5% | -40.9% |
| All | +98.2% | +196.2% | -98.1% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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