+537.0%
TDG vs DGX
+255.3%
+281.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.5% |
| 7D | -1.9% | -0.9% | -1.0% | -1.5% |
| 30D | -7.7% | -1.2% | -6.5% | -7.3% |
| 3M | -9.3% | +15.8% | -25.1% | -14.8% |
| 6M | -9.4% | +18.2% | -27.6% | -15.6% |
| YTD | -14.3% | +37.2% | -51.5% | -25.2% |
| 1Y | -11.8% | +30.4% | -42.2% | -21.6% |
| 3Y | +52.0% | +96.7% | -44.7% | +9.8% |
| 5Y | +128.8% | +67.2% | +61.7% | +74.7% |
| All | +537.0% | +255.3% | +281.6% | +238.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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