+58.3%
DLR vs TCOM
+8.5%
+49.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | 0.0% |
| 7D | +2.9% | -10.2% | +13.1% | +3.6% |
| 30D | -1.2% | -16.8% | +15.7% | +0.1% |
| 3M | +2.9% | -16.7% | +19.6% | +4.1% |
| 6M | +6.7% | -27.1% | +33.7% | +8.9% |
| YTD | +23.9% | -45.5% | +69.4% | +28.9% |
| 1Y | +18.6% | -45.9% | +64.5% | +23.4% |
| All | +58.3% | +8.5% | +49.8% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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