+4,195.9%
DGX vs TDY
+7,056.0%
-2,860.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.3% |
| 6M | +18.2% | -7.9% | +26.0% | +19.5% |
| YTD | +37.2% | +18.2% | +19.0% | +33.0% |
| 1Y | +30.4% | +6.7% | +23.7% | +28.4% |
| 3Y | +96.7% | +47.5% | +49.2% | +82.8% |
| 5Y | +67.2% | +39.5% | +27.7% | +55.8% |
| 10Y | +253.9% | +477.2% | -223.2% | +165.9% |
| All | +4,195.9% | +7,056.0% | -2,860.2% | +2,708.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling