+242.4%
DGX vs TMF
-86.4%
+328.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.8% |
| 7D | -3.5% | -4.8% | +1.3% | -3.4% |
| 30D | -2.7% | -4.9% | +2.2% | -2.7% |
| 3M | +13.9% | -13.4% | +27.3% | +14.0% |
| 6M | +16.0% | -23.0% | +39.1% | +16.1% |
| YTD | +34.9% | -20.2% | +55.1% | +35.1% |
| 1Y | +30.6% | -26.5% | +57.0% | +30.7% |
| 3Y | +93.0% | -45.2% | +138.2% | +92.5% |
| 5Y | +64.4% | -88.4% | +152.8% | +55.8% |
| All | +242.4% | -86.4% | +328.8% | +253.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling