+556.0%
DG vs TRI
+396.3%
+159.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.5% | +2.5% | -2.3% |
| 7D | -2.5% | -7.1% | +4.6% | -0.7% |
| 30D | +1.0% | -2.3% | +3.3% | +1.4% |
| 3M | +20.3% | +19.6% | +0.7% | +13.8% |
| 6M | -11.7% | -8.7% | -3.0% | -10.9% |
| YTD | -2.3% | -22.3% | +19.9% | +2.3% |
| 1Y | +20.0% | -40.7% | +60.7% | +35.5% |
| 3Y | +7.2% | -17.8% | +25.0% | +7.8% |
| 5Y | -37.9% | -8.5% | -29.4% | -40.2% |
| 10Y | +107.3% | +192.6% | -85.3% | +41.0% |
| All | +556.0% | +396.3% | +159.7% | +274.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling