+75.7%
TFC vs DG
+105.2%
-29.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.3% |
| 7D | +2.3% | +0.3% | +2.0% | +2.2% |
| 30D | +10.8% | +3.2% | +7.6% | +10.2% |
| 3M | -3.8% | +10.4% | -14.2% | -5.5% |
| 6M | +9.6% | +33.2% | -23.6% | +4.1% |
| YTD | +5.8% | +3.0% | +2.8% | +4.5% |
| 1Y | +16.2% | +31.2% | -15.1% | +9.9% |
| 3Y | +96.0% | +21.8% | +74.2% | +82.0% |
| 5Y | +1.7% | -35.0% | +36.7% | +8.7% |
| All | +75.7% | +105.2% | -29.5% | +43.4% |
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