+97.2%
TFC vs DG
+102.6%
-5.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.4% |
| 7D | -1.3% | -4.8% | +3.5% | -0.5% |
| 30D | -2.3% | +1.8% | -4.1% | -2.7% |
| 3M | +2.5% | +14.5% | -12.0% | 0.0% |
| 6M | +9.5% | -13.6% | +23.0% | +11.6% |
| YTD | +5.1% | -4.8% | +9.9% | +5.2% |
| 1Y | +15.5% | +21.6% | -6.1% | +10.6% |
| 3Y | +95.2% | +4.5% | +90.7% | +86.9% |
| 5Y | +14.5% | -38.5% | +52.9% | +23.1% |
| 10Y | +97.2% | +102.2% | -5.0% | +54.6% |
| All | +97.2% | +102.6% | -5.4% | +54.6% |
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