+3,536.4%
DLR vs TDY
+2,271.8%
+1,264.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -1.3% | -1.9% | +0.6% | -0.5% |
| 30D | -2.9% | -12.5% | +9.7% | +2.5% |
| 3M | +3.2% | -0.8% | +4.0% | +3.3% |
| 6M | +3.9% | -9.0% | +12.9% | +7.3% |
| YTD | +21.4% | +16.8% | +4.6% | +12.8% |
| 1Y | +9.7% | +9.5% | +0.2% | +4.4% |
| 3Y | +56.5% | +45.4% | +11.1% | +30.9% |
| 5Y | +41.5% | +37.8% | +3.7% | +19.8% |
| 10Y | +171.3% | +470.2% | -298.9% | +12.1% |
| All | +3,536.4% | +2,271.8% | +1,264.6% | +751.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling