+44.6%
DLR vs TNA
-23.3%
+67.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.5% |
| 7D | +0.1% | -7.3% | +7.4% | +1.7% |
| 30D | -4.3% | -14.2% | +9.9% | -1.3% |
| 3M | +3.8% | -4.6% | +8.4% | +4.5% |
| 6M | +5.8% | +36.9% | -31.1% | -2.1% |
| YTD | +23.5% | +42.5% | -19.0% | +12.6% |
| 1Y | +11.1% | +45.8% | -34.7% | -0.1% |
| 3Y | +57.9% | +104.7% | -46.8% | +21.1% |
| All | +44.6% | -23.3% | +67.9% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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