+171.8%
DLR vs TSN
-5.9%
+177.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.2% |
| 7D | -1.3% | +1.4% | -2.6% | -1.5% |
| 30D | -2.9% | -6.2% | +3.3% | -2.0% |
| 3M | +3.2% | -5.7% | +8.9% | +3.9% |
| 6M | +3.9% | -11.4% | +15.2% | +5.4% |
| YTD | +21.4% | -8.2% | +29.6% | +22.5% |
| 1Y | +9.7% | -2.0% | +11.7% | +9.4% |
| 3Y | +56.5% | +11.9% | +44.7% | +51.0% |
| 5Y | +41.5% | -17.8% | +59.3% | +43.0% |
| All | +171.8% | -5.9% | +177.6% | +161.8% |
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