+41.5%
DLR vs TCOM
+21.5%
+20.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.9% |
| 7D | -1.3% | -6.5% | +5.2% | -0.8% |
| 30D | -2.9% | -16.2% | +13.4% | -1.5% |
| 3M | +3.2% | -19.3% | +22.5% | +4.8% |
| 6M | +3.9% | -27.2% | +31.1% | +6.3% |
| YTD | +21.4% | -46.2% | +67.6% | +27.0% |
| 1Y | +9.7% | -46.6% | +56.3% | +14.7% |
| 3Y | +56.5% | +8.4% | +48.2% | +52.7% |
| 5Y | +41.5% | +25.8% | +15.7% | +29.7% |
| All | +41.5% | +21.5% | +20.0% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling