+591.6%
DG vs TRI
+449.0%
+142.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | +0.3% | -2.9% | +3.2% | +1.1% |
| 30D | +3.2% | +3.7% | -0.5% | +2.2% |
| 3M | +10.4% | +3.7% | +6.7% | +9.0% |
| 6M | +33.2% | +35.1% | -2.0% | +21.2% |
| YTD | +3.0% | -14.0% | +17.0% | +4.8% |
| 1Y | +31.2% | -19.0% | +50.2% | +35.8% |
| 3Y | +21.8% | -12.0% | +33.8% | +20.4% |
| 5Y | -35.0% | +0.6% | -35.6% | -39.0% |
| 10Y | +106.0% | +225.4% | -119.4% | +36.0% |
| All | +591.6% | +449.0% | +142.6% | +283.9% |
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 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