+42.1%
DLR vs TSN
-20.2%
+62.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +2.9% | -7.3% | +10.2% | +4.2% |
| 30D | -1.2% | -8.6% | +7.5% | +0.3% |
| 3M | +2.9% | -7.5% | +10.4% | +4.1% |
| 6M | +6.7% | -14.1% | +20.8% | +9.1% |
| YTD | +23.9% | -9.4% | +33.3% | +25.3% |
| 1Y | +18.6% | -4.1% | +22.7% | +18.5% |
| 3Y | +59.7% | +10.3% | +49.3% | +50.0% |
| 5Y | +42.1% | -19.7% | +61.8% | +47.1% |
| All | +42.1% | -20.2% | +62.3% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling