+3,523.8%
DLR vs TCOM
+1,708.7%
+1,815.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | +5.0% | -1.4% | +6.4% | +5.3% |
| 30D | +3.0% | +11.5% | -8.5% | +1.2% |
| 3M | -6.3% | -5.2% | -1.1% | -5.7% |
| 6M | -4.8% | -16.9% | +12.2% | -2.5% |
| YTD | +21.0% | -39.9% | +60.9% | +29.6% |
| 1Y | +15.1% | -42.1% | +57.2% | +24.0% |
| 3Y | +56.0% | +28.0% | +27.9% | +43.7% |
| 5Y | +39.1% | +40.4% | -1.3% | +19.9% |
| 10Y | +193.3% | +5.6% | +187.6% | +145.7% |
| All | +3,523.8% | +1,708.7% | +1,815.1% | +1,407.8% |
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