+6,456.2%
TDG vs DG
+577.8%
+5,878.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.6% | -0.8% |
| 7D | -0.9% | -2.5% | +1.5% | -0.5% |
| 30D | -6.5% | +1.0% | -7.5% | -6.8% |
| 3M | -5.1% | +20.3% | -25.4% | -8.0% |
| 6M | -11.5% | -11.7% | +0.2% | -10.2% |
| YTD | -13.9% | -2.3% | -11.6% | -14.1% |
| 1Y | -11.5% | +20.0% | -31.5% | -14.9% |
| 3Y | +53.7% | +7.2% | +46.4% | +45.7% |
| 5Y | +135.5% | -37.9% | +173.4% | +149.1% |
| 10Y | +535.2% | +107.3% | +427.9% | +399.6% |
| All | +6,456.2% | +577.8% | +5,878.5% | +3,330.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling