-5.8%
TDG vs DG
+45.3%
-51.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.5% | -7.8% | -0.6% |
| 7D | +7.1% | +12.3% | -5.2% | +5.1% |
| 30D | +11.4% | +19.3% | -7.9% | +8.5% |
| 3M | -4.6% | +11.9% | -16.4% | -6.3% |
| 6M | +5.8% | +25.0% | -19.1% | +1.9% |
| YTD | -8.5% | +8.7% | -17.2% | -11.3% |
| 1Y | -5.8% | +44.7% | -50.5% | -11.6% |
| All | -5.8% | +45.3% | -51.1% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling