-1.1%
TFC vs DG
-32.0%
+30.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.7% |
| 7D | +0.3% | +0.7% | -0.3% | +0.2% |
| 30D | +9.2% | +7.4% | +1.7% | +8.3% |
| 3M | -2.9% | +8.5% | -11.4% | -3.8% |
| 6M | +3.5% | +21.9% | -18.4% | +1.2% |
| YTD | +5.4% | +4.9% | +0.5% | +4.4% |
| 1Y | +17.3% | +40.4% | -23.1% | +12.7% |
| 3Y | +96.7% | +23.5% | +73.2% | +88.9% |
| 5Y | -1.1% | -32.3% | +31.2% | +5.5% |
| All | -1.1% | -32.0% | +30.9% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling