+218.7%
TPR vs DGX
+64.0%
+154.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -7.3% | -2.2% | -5.1% | -6.7% |
| 30D | -30.7% | -0.9% | -29.8% | -30.5% |
| 3M | -21.6% | +15.6% | -37.2% | -24.8% |
| 6M | -21.3% | +17.8% | -39.1% | -25.0% |
| YTD | -10.2% | +37.5% | -47.6% | -18.3% |
| 1Y | +9.5% | +31.2% | -21.7% | +0.7% |
| 3Y | +280.8% | +96.6% | +184.2% | +193.6% |
| 5Y | +218.7% | +64.9% | +153.8% | +135.4% |
| All | +218.7% | +64.0% | +154.7% | +135.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling