+199.8%
DGX vs TW
+206.7%
-6.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | -0.9% | -4.5% | +3.6% | +0.1% |
| 30D | -1.2% | -2.3% | +1.1% | -0.7% |
| 3M | +15.8% | +2.6% | +13.2% | +14.6% |
| 6M | +18.2% | -17.5% | +35.7% | +22.6% |
| YTD | +37.2% | -5.3% | +42.5% | +37.4% |
| 1Y | +30.4% | -14.8% | +45.1% | +33.7% |
| 3Y | +96.7% | +18.8% | +77.9% | +82.2% |
| 5Y | +67.2% | +20.7% | +46.4% | +51.6% |
| All | +199.8% | +206.7% | -6.9% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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