+537.0%
TDG vs DG
+101.8%
+435.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.0% |
| 7D | -1.9% | -6.5% | +4.6% | -1.0% |
| 30D | -7.7% | +4.2% | -11.9% | -8.2% |
| 3M | -9.3% | +9.5% | -18.8% | -10.5% |
| 6M | -9.4% | -13.1% | +3.8% | -8.2% |
| YTD | -14.3% | -4.8% | -9.4% | -14.2% |
| 1Y | -11.8% | +20.6% | -32.4% | -14.6% |
| 3Y | +52.0% | +4.9% | +47.0% | +46.6% |
| 5Y | +128.8% | -37.9% | +166.7% | +145.7% |
| All | +537.0% | +101.8% | +435.2% | +448.0% |
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