+176.5%
DLR vs TDY
+479.2%
-302.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | +0.1% | -1.1% | +1.2% | +0.4% |
| 30D | -4.3% | -12.0% | +7.7% | -0.6% |
| 3M | +3.8% | -3.2% | +7.0% | +4.7% |
| 6M | +5.8% | -7.9% | +13.7% | +8.1% |
| YTD | +23.5% | +18.2% | +5.3% | +16.6% |
| 1Y | +11.1% | +6.7% | +4.4% | +8.1% |
| 3Y | +57.9% | +47.5% | +10.3% | +38.1% |
| 5Y | +44.0% | +39.5% | +4.5% | +26.9% |
| All | +176.5% | +479.2% | -302.8% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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