+52.0%
TDG vs DGX
+96.4%
-44.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.9% |
| 7D | -1.9% | -0.9% | -1.0% | -1.7% |
| 30D | -7.7% | -1.2% | -6.5% | -7.5% |
| 3M | -9.3% | +15.8% | -25.1% | -11.3% |
| 6M | -9.4% | +18.2% | -27.6% | -11.7% |
| YTD | -14.3% | +37.2% | -51.5% | -18.0% |
| 1Y | -11.8% | +30.4% | -42.2% | -15.2% |
| 3Y | +52.0% | +96.7% | -44.7% | +44.1% |
| All | +52.0% | +96.4% | -44.5% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling