+95.0%
DGX vs TMF
-88.6%
+183.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.1% |
| 7D | +1.6% | -9.3% | +10.8% | +2.2% |
| 30D | +11.2% | +1.9% | +9.3% | +11.1% |
| 3M | +10.4% | -11.2% | +21.6% | +11.1% |
| 6M | +37.1% | -17.7% | +54.8% | +38.5% |
| YTD | +52.1% | -24.5% | +76.6% | +54.4% |
| 1Y | +40.7% | -29.4% | +70.2% | +43.3% |
| 3Y | +107.6% | -33.4% | +141.0% | +110.1% |
| All | +95.0% | -88.6% | +183.6% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling