+282.6%
TPR vs DGX
+96.8%
+185.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -7.3% | -2.2% | -5.1% | -7.0% |
| 30D | -30.7% | -0.9% | -29.8% | -30.6% |
| 3M | -21.6% | +15.6% | -37.2% | -23.0% |
| 6M | -21.3% | +17.8% | -39.1% | -22.9% |
| YTD | -10.2% | +37.5% | -47.6% | -13.4% |
| 1Y | +9.5% | +31.2% | -21.7% | +5.9% |
| All | +282.6% | +96.8% | +185.8% | +239.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling