+96.7%
DGX vs TDY
+46.9%
+49.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.5% |
| 7D | -0.9% | -1.1% | +0.2% | -0.7% |
| 30D | -1.2% | -12.0% | +10.9% | +0.9% |
| 3M | +15.8% | -3.2% | +19.0% | +16.2% |
| 6M | +18.2% | -7.9% | +26.0% | +19.5% |
| YTD | +37.2% | +18.2% | +19.0% | +32.7% |
| 1Y | +30.4% | +6.7% | +23.7% | +28.3% |
| 3Y | +96.7% | +47.5% | +49.2% | +82.2% |
| All | +96.7% | +46.9% | +49.8% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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