+7,716.4%
TPR vs DGX
+992.5%
+6,724.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -2.3% | -2.3% | 0.0% | -1.3% |
| 30D | -23.0% | +0.6% | -23.5% | -23.1% |
| 3M | -12.5% | +21.4% | -33.9% | -19.9% |
| 6M | -21.4% | +14.7% | -36.2% | -26.4% |
| YTD | -3.5% | +38.4% | -42.0% | -17.0% |
| 1Y | +17.4% | +34.0% | -16.6% | +2.0% |
| 3Y | +291.3% | +92.7% | +198.6% | +182.2% |
| 5Y | +241.9% | +67.7% | +174.2% | +159.1% |
| 10Y | +322.7% | +248.0% | +74.7% | +125.1% |
| All | +7,716.4% | +992.5% | +6,724.0% | +2,468.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling