+3,595.6%
DLR vs TCOM
+1,617.5%
+1,978.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +1.6% | -9.5% | +11.1% | +3.1% |
| 30D | -3.4% | -10.7% | +7.4% | -1.8% |
| 3M | +0.5% | -14.6% | +15.1% | +2.6% |
| 6M | +4.6% | -19.3% | +23.9% | +7.6% |
| YTD | +23.4% | -42.9% | +66.4% | +33.4% |
| 1Y | +19.0% | -43.8% | +62.8% | +28.8% |
| 3Y | +56.5% | +2.1% | +54.4% | +49.6% |
| 5Y | +33.3% | +31.2% | +2.1% | +16.0% |
| 10Y | +165.1% | -13.9% | +179.1% | +131.2% |
| All | +3,595.6% | +1,617.5% | +1,978.2% | +1,452.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling