+3,477.6%
DLR vs TSN
+500.8%
+2,976.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -2.0% | -0.3% | -1.8% | -2.0% |
| 30D | +0.5% | +11.8% | -11.2% | -2.6% |
| 3M | -4.4% | +7.1% | -11.5% | -6.5% |
| 6M | -6.4% | -9.2% | +2.7% | -4.4% |
| YTD | +19.5% | +4.8% | +14.7% | +16.7% |
| 1Y | +10.5% | +11.6% | -1.1% | +5.9% |
| 3Y | +54.0% | +41.5% | +12.5% | +34.9% |
| 5Y | +39.7% | -15.5% | +55.3% | +40.7% |
| 10Y | +189.5% | +16.9% | +172.7% | +144.2% |
| All | +3,477.6% | +500.8% | +2,976.8% | +1,240.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling