+4.9%
DG vs TRI
-19.2%
+24.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.2% |
| 7D | -4.8% | -8.4% | +3.6% | -3.4% |
| 30D | +1.8% | -6.5% | +8.2% | +2.8% |
| 3M | +14.5% | +18.6% | -4.1% | +10.9% |
| 6M | -13.6% | -10.4% | -3.1% | -14.0% |
| YTD | -4.8% | -23.7% | +18.9% | -3.3% |
| 1Y | +21.6% | -42.5% | +64.0% | +27.6% |
| All | +4.9% | -19.2% | +24.2% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling