+356.2%
TPR vs DGX
+279.6%
+76.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | -0.3% | +1.6% | -1.8% | -1.0% |
| 30D | +15.1% | +11.2% | +3.9% | +9.9% |
| 3M | +3.5% | +10.4% | -6.9% | -1.1% |
| 6M | +0.4% | +37.1% | -36.6% | -13.2% |
| YTD | +4.6% | +52.1% | -47.5% | -14.3% |
| 1Y | +33.1% | +40.7% | -7.6% | +12.9% |
| 3Y | +396.0% | +107.6% | +288.4% | +236.0% |
| 5Y | +230.3% | +90.6% | +139.7% | +128.6% |
| All | +356.2% | +279.6% | +76.6% | +110.4% |
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