+16.9%
TPR vs DG
+23.4%
-6.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | -2.7% | +8.4% | -11.1% | -4.3% |
| 30D | -23.3% | +4.9% | -28.2% | -24.0% |
| 3M | -12.8% | +29.3% | -42.1% | -18.2% |
| 6M | -21.7% | -11.3% | -10.5% | -19.8% |
| YTD | -3.9% | +1.8% | -5.6% | -5.7% |
| 1Y | +16.9% | +25.3% | -8.4% | +3.4% |
| All | +16.9% | +23.4% | -6.5% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling