+68.4%
T vs DG
+102.6%
-34.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.4% |
| 7D | -3.1% | -4.8% | +1.7% | -2.4% |
| 30D | +4.6% | +1.8% | +2.8% | +4.2% |
| 3M | +12.2% | +14.5% | -2.2% | +9.8% |
| 6M | -6.5% | -13.6% | +7.1% | -4.9% |
| YTD | +4.9% | -4.8% | +9.7% | +5.0% |
| 1Y | -10.5% | +21.6% | -32.1% | -14.0% |
| 3Y | +104.6% | +4.5% | +100.1% | +95.1% |
| 5Y | +64.2% | -38.5% | +102.7% | +71.9% |
| 10Y | +68.4% | +102.2% | -33.8% | +35.1% |
| All | +68.4% | +102.6% | -34.2% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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