+13.0%
DLR vs TW
+20.8%
-7.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.7% |
| 7D | +2.8% | +6.0% | -3.1% | +3.7% |
| 30D | +2.8% | +18.6% | -15.8% | +5.1% |
| 3M | -4.0% | +26.5% | -30.5% | -0.9% |
| 6M | -5.6% | +13.1% | -18.7% | -1.5% |
| YTD | +21.9% | +18.5% | +3.4% | +26.3% |
| 1Y | +13.0% | +21.7% | -8.7% | +15.6% |
| All | +13.0% | +20.8% | -7.7% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling