+14.0%
TFC vs DGX
+66.8%
-52.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | -0.4% |
| 7D | -2.4% | -0.9% | -1.5% | -2.2% |
| 30D | -3.4% | -1.2% | -2.2% | -3.1% |
| 3M | +0.4% | +15.8% | -15.3% | -4.4% |
| 6M | +12.7% | +18.2% | -5.5% | +6.3% |
| YTD | +5.6% | +37.2% | -31.6% | -5.6% |
| 1Y | +16.0% | +30.4% | -14.3% | +5.4% |
| 3Y | +94.0% | +96.7% | -2.7% | +49.1% |
| All | +14.0% | +66.8% | -52.8% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling