+95.6%
TFC vs DGX
+255.3%
-159.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | -0.6% |
| 7D | -2.4% | -0.9% | -1.5% | -2.1% |
| 30D | -3.4% | -1.2% | -2.2% | -3.0% |
| 3M | +0.4% | +15.8% | -15.3% | -6.1% |
| 6M | +12.7% | +18.2% | -5.5% | +4.2% |
| YTD | +5.6% | +37.2% | -31.6% | -9.0% |
| 1Y | +16.0% | +30.4% | -14.3% | +2.0% |
| 3Y | +94.0% | +96.7% | -2.7% | +38.3% |
| 5Y | +16.2% | +67.2% | -51.0% | -12.4% |
| All | +95.6% | +255.3% | -159.8% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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