+307.1%
TPR vs DGX
+249.5%
+57.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.7% |
| 7D | -5.1% | -3.5% | -1.7% | -3.7% |
| 30D | -27.6% | -2.7% | -24.9% | -26.7% |
| 3M | -17.5% | +13.9% | -31.4% | -22.4% |
| 6M | -21.3% | +16.0% | -37.4% | -26.8% |
| YTD | -8.5% | +34.9% | -43.4% | -20.8% |
| 1Y | +11.5% | +30.6% | -19.1% | -2.5% |
| 3Y | +288.0% | +93.0% | +195.0% | +170.6% |
| 5Y | +225.2% | +64.4% | +160.8% | +141.8% |
| All | +307.1% | +249.5% | +57.6% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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