+281.5%
TFC vs DG
+606.1%
-324.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +2.4% | +8.4% | -6.0% | +0.9% |
| 30D | -1.3% | +4.9% | -6.2% | -2.3% |
| 3M | +6.1% | +29.3% | -23.3% | +0.8% |
| 6M | +7.3% | -11.3% | +18.6% | +9.2% |
| YTD | +8.2% | +1.8% | +6.4% | +7.1% |
| 1Y | +14.4% | +25.3% | -10.9% | +8.3% |
| 3Y | +93.7% | +9.1% | +84.6% | +82.4% |
| 5Y | +16.4% | -34.9% | +51.3% | +21.9% |
| 10Y | +101.6% | +108.2% | -6.6% | +55.5% |
| All | +281.5% | +606.1% | -324.6% | +102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling