+181.2%
DLR vs TSN
+14.5%
+166.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | +3.3% | -1.4% | +4.8% | +3.5% |
| 30D | +4.6% | +8.5% | -3.9% | +3.3% |
| 3M | -8.3% | +5.3% | -13.6% | -9.1% |
| 6M | -5.6% | -10.5% | +4.9% | -4.3% |
| YTD | +18.7% | +3.0% | +15.8% | +17.7% |
| 1Y | +17.1% | +12.1% | +5.0% | +14.5% |
| 3Y | +54.4% | +43.1% | +11.2% | +43.3% |
| 5Y | +36.5% | -15.1% | +51.6% | +37.0% |
| All | +181.2% | +14.5% | +166.7% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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