+271.2%
TFC vs DG
+632.1%
-360.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.2% | -3.0% | +1.8% | -0.6% |
| 30D | +7.8% | +8.6% | -0.9% | +6.0% |
| 3M | -3.0% | +15.0% | -18.0% | -5.7% |
| 6M | +5.8% | +32.7% | -26.9% | -0.2% |
| YTD | +5.3% | +5.5% | -0.2% | +3.3% |
| 1Y | +15.7% | +34.6% | -18.9% | +8.0% |
| 3Y | +94.8% | +24.2% | +70.6% | +78.0% |
| 5Y | 0.0% | -32.3% | +32.3% | +3.9% |
| 10Y | +79.0% | +111.1% | -32.1% | +37.7% |
| All | +271.2% | +632.1% | -360.9% | +95.1% |
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