+44.6%
DLR vs TDY
+39.0%
+5.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.2% |
| 7D | +0.1% | -1.1% | +1.2% | +0.6% |
| 30D | -4.3% | -12.0% | +7.7% | +0.9% |
| 3M | +3.8% | -3.2% | +7.0% | +4.9% |
| 6M | +5.8% | -7.9% | +13.7% | +9.0% |
| YTD | +23.5% | +18.2% | +5.3% | +13.2% |
| 1Y | +11.1% | +6.7% | +4.4% | +6.4% |
| 3Y | +57.9% | +47.5% | +10.3% | +27.6% |
| All | +44.6% | +39.0% | +5.5% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling