+17.4%
TPR vs DG
+23.4%
-6.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | -2.3% | +8.4% | -10.7% | -4.0% |
| 30D | -23.0% | +4.9% | -27.9% | -23.8% |
| 3M | -12.5% | +29.3% | -41.8% | -17.8% |
| 6M | -21.4% | -11.3% | -10.2% | -19.4% |
| YTD | -3.5% | +1.8% | -5.3% | -5.4% |
| 1Y | +17.4% | +25.3% | -8.0% | +3.7% |
| All | +17.4% | +23.4% | -6.1% | +3.7% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling