+131.2%
TLT vs DGX
+1,096.8%
-965.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | -0.1% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | -0.3% | -1.2% | +0.9% | -0.4% |
| 3M | -1.7% | +19.9% | -21.6% | -0.4% |
| 6M | -4.9% | +19.2% | -24.1% | -3.6% |
| YTD | -2.8% | +37.5% | -40.3% | -0.4% |
| 1Y | -4.2% | +31.3% | -35.5% | -2.1% |
| 3Y | -1.1% | +96.6% | -97.7% | +4.8% |
| 5Y | -33.7% | +64.3% | -98.0% | -30.7% |
| 10Y | -20.7% | +241.1% | -261.8% | -8.5% |
| All | +131.2% | +1,096.8% | -965.6% | +210.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling