+377.9%
TPR vs DG
+123.6%
+254.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.2% |
| 7D | +14.2% | +1.1% | +13.1% | +13.7% |
| 30D | +17.1% | +9.5% | +7.6% | +14.0% |
| 3M | -17.7% | +5.5% | -23.2% | -19.3% |
| 6M | -10.2% | +16.1% | -26.3% | -14.6% |
| YTD | +4.9% | +2.7% | +2.2% | +2.7% |
| 1Y | +36.1% | +42.1% | -6.0% | +21.1% |
| 3Y | +416.5% | +19.3% | +397.2% | +357.2% |
| 5Y | +254.8% | -35.3% | +290.1% | +291.9% |
| All | +377.9% | +123.6% | +254.4% | +197.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling