+432.9%
TPR vs DG
+606.1%
-173.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | -2.3% | +8.4% | -10.7% | -4.5% |
| 30D | -23.0% | +4.9% | -27.9% | -24.2% |
| 3M | -12.5% | +29.3% | -41.8% | -18.9% |
| 6M | -21.4% | -11.3% | -10.2% | -19.5% |
| YTD | -3.5% | +1.8% | -5.3% | -5.1% |
| 1Y | +17.4% | +25.3% | -8.0% | +8.3% |
| 3Y | +291.3% | +9.1% | +282.2% | +257.2% |
| 5Y | +241.9% | -34.9% | +276.8% | +265.0% |
| 10Y | +322.7% | +108.2% | +214.5% | +201.3% |
| All | +432.9% | +606.1% | -173.2% | +144.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling