+191.1%
TRI vs DGX
+255.3%
-64.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.3% |
| 7D | -7.9% | -0.9% | -7.0% | -7.7% |
| 30D | -4.5% | -1.2% | -3.3% | -4.2% |
| 3M | +22.1% | +15.8% | +6.3% | +17.7% |
| 6M | -2.8% | +18.2% | -20.9% | -6.9% |
| YTD | -23.4% | +37.2% | -60.6% | -29.5% |
| 1Y | -41.5% | +30.4% | -71.9% | -45.6% |
| 3Y | -19.2% | +96.7% | -115.9% | -33.0% |
| 5Y | -9.4% | +67.2% | -76.6% | -22.4% |
| All | +191.1% | +255.3% | -64.3% | +107.0% |
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