+93.0%
TFC vs DG
+4.6%
+88.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.6% |
| 7D | -1.3% | -4.8% | +3.5% | -1.0% |
| 30D | -2.3% | +1.8% | -4.1% | -2.5% |
| 3M | +2.5% | +14.5% | -12.0% | +1.5% |
| 6M | +9.5% | -13.6% | +23.0% | +10.1% |
| YTD | +5.1% | -4.8% | +9.9% | +5.1% |
| 1Y | +15.5% | +21.6% | -6.1% | +14.0% |
| All | +93.0% | +4.6% | +88.4% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling