+240.4%
TPR vs DG
-35.0%
+275.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | -2.3% | +8.4% | -10.7% | -3.7% |
| 30D | -23.0% | +4.9% | -27.9% | -23.7% |
| 3M | -12.5% | +29.3% | -41.8% | -16.5% |
| 6M | -21.4% | -11.3% | -10.2% | -20.3% |
| YTD | -3.5% | +1.8% | -5.3% | -4.5% |
| 1Y | +17.4% | +25.3% | -8.0% | +11.7% |
| 3Y | +291.3% | +9.1% | +282.2% | +276.5% |
| All | +240.4% | -35.0% | +275.4% | +266.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling