+124.3%
TDG vs DG
-37.9%
+162.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.1% |
| 7D | -1.9% | -6.5% | +4.6% | -1.4% |
| 30D | -7.7% | +4.2% | -11.9% | -8.0% |
| 3M | -9.3% | +9.5% | -18.8% | -10.0% |
| 6M | -9.4% | -13.1% | +3.8% | -8.9% |
| YTD | -14.3% | -4.8% | -9.4% | -14.3% |
| 1Y | -11.8% | +20.6% | -32.4% | -13.3% |
| 3Y | +52.0% | +4.9% | +47.0% | +50.2% |
| All | +124.3% | -37.9% | +162.2% | +145.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling