+230.8%
TPR vs DGX
+91.7%
+139.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -1.1% | +1.9% | -3.1% | -1.7% |
| 30D | +15.1% | +12.7% | +2.4% | +11.4% |
| 3M | -13.4% | +9.6% | -23.0% | -15.6% |
| 6M | +1.4% | +37.6% | -36.2% | -7.4% |
| YTD | +4.8% | +52.1% | -47.4% | -7.3% |
| 1Y | +29.2% | +41.3% | -12.1% | +16.7% |
| 3Y | +403.7% | +106.9% | +296.8% | +287.9% |
| 5Y | +230.8% | +90.7% | +140.2% | +133.9% |
| All | +230.8% | +91.7% | +139.1% | +133.9% |
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